//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Research in international business and finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Credit default swap"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit derivative
14
Kreditderivat
14
Credit risk
10
Kreditrisiko
10
Public bond
6
Risikoprämie
6
Risk premium
6
Öffentliche Anleihe
6
Country risk
5
Länderrisiko
5
Welt
5
World
5
EU countries
4
EU-Staaten
4
Financial crisis
4
Finanzkrise
4
Swap
4
Theorie
4
Theory
4
Yield curve
4
Zinsstruktur
4
Derivat
3
Derivative
3
Emerging economies
3
Estimation
3
Euro area
3
Eurozone
3
Schwellenländer
3
Schätzung
3
Volatility
3
Volatilität
3
CDS
2
Credit default swaps
2
Financial market
2
Finanzmarkt
2
Markov chain
2
Markov-Kette
2
Spillover effect
2
Spillover-Effekt
2
ARCH model
1
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Arnold, Ivo J. M.
1
Bajaj, Vimmy
1
Ballester, Laura
1
Benbouzid, Nadia
1
Boonlert Jitmaneeroj
1
Bouri, Elie
1
Gemici, Eray
1
Gunay, Samet
1
Gök, Remzi
1
Hamori, Shigeyuki
1
Harb, Etienne
1
Hmaied, Dorra Mezzez
1
Ho, Sy Hoa
1
Kumar, Pawan
1
Louhichi, Wael
1
López, Jesúa
1
Mallick, Sushanta Kumar
1
Mili, Mehdi
1
Murphy, Finbarr
1
O'Brien, Fergal
1
Pavia, José Manuel
1
Peretti, Christian de
1
Pilbeam, Keith
1
Sabkha, Saker
1
Shaw, Frances
1
Singh, Vipul Kumar
1
Soederhuizen, Beau
1
Tamakoshi, Go
1
Yu, Sherry
1
more ...
less ...
Published in...
All
Research in international business and finance
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
38
Finance research letters
36
Journal of financial stability
35
Journal of international financial markets, institutions & money
31
The journal of credit risk : published quarterly by Incisive Media
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
NBER working paper series
30
Journal of international money and finance
27
NBER Working Paper
26
The journal of futures markets
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The North American journal of economics and finance : a journal of financial economics studies
23
ECB Working Paper
22
Journal of empirical finance
22
Discussion paper / Centre for Economic Policy Research
20
Economic modelling
20
Applied economics
19
IMF working papers
19
International review of economics & finance : IREF
19
Discussion paper
18
Journal of financial and quantitative analysis : JFQA
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working paper series / European Central Bank
18
Review of finance : journal of the European Finance Association
17
Review of quantitative finance and accounting
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Finance and economics discussion series
16
Swiss Finance Institute Research Paper
16
The European journal of finance
14
Review of derivatives research
13
Staff reports / Federal Reserve Bank of New York
13
Discussion paper / Tinbergen Institute
12
Economics letters
12
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
2
European systemic credit risk transmission using Bayesian networks
Ballester, Laura
;
López, Jesúa
;
Pavia, José Manuel
- In:
Research in international business and finance
65
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014432478
Saved in:
3
Linkage dynamics of sovereign credit risk and financial markets : a bibliometric analysis
Bajaj, Vimmy
;
Kumar, Pawan
;
Singh, Vipul Kumar
- In:
Research in international business and finance
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013410769
Saved in:
4
The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets
Mili, Mehdi
- In:
Research in international business and finance
48
(
2019
),
pp. 187-200
Persistent link: https://www.econbiz.de/10012135869
Saved in:
5
Seeking causality between liquidity risk and credit risk : TED-OIS spreads and CDS indexes
Gunay, Samet
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012548552
Saved in:
6
Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula
Harb, Etienne
;
Louhichi, Wael
- In:
Research in international business and finance
39
(
2017
),
pp. 963-975
Persistent link: https://www.econbiz.de/10011912420
Saved in:
7
Nonlinearities in the oil effects on the sovereign credit risk: a self-exciting threshold autoregression approach
Sabkha, Saker
;
Peretti, Christian de
;
Hmaied, Dorra Mezzez
- In:
Research in international business and finance
50
(
2019
),
pp. 106-133
Persistent link: https://www.econbiz.de/10012177033
Saved in:
8
Bank stability and refinancing operations during the crisis : which way causality?
Arnold, Ivo J. M.
;
Soederhuizen, Beau
- In:
Research in international business and finance
43
(
2018
),
pp. 79-89
Persistent link: https://www.econbiz.de/10011982939
Saved in:
9
The housing market and the
credit
default
swap
premium in the UK banking sector : a VAR approach
Benbouzid, Nadia
;
Mallick, Sushanta Kumar
;
Pilbeam, Keith
- In:
Research in international business and finance
44
(
2018
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011982954
Saved in:
10
Is Thailand's
credit
default
swap
market linked to bond and stock markets? : evidence from the term structure of credit spreads
Boonlert Jitmaneeroj
- In:
Research in international business and finance
46
(
2018
),
pp. 324-341
Persistent link: https://www.econbiz.de/10011983668
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->