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Review of derivatives research
International journal of theoretical and applied finance
48
Journal of banking & finance
35
IMF Staff Country Reports
31
IMF Working Papers
31
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
International review of financial analysis
26
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
23
Journal of financial economics
23
The journal of financial crises
22
The journal of computational finance
21
The journal of futures markets
21
MPRA Paper
20
Finance research letters
19
Journal of international financial markets, institutions & money
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Working Paper
19
Working paper / National Bureau of Economic Research, Inc.
19
International Journal of Theoretical and Applied Finance (IJTAF)
17
NBER Working Paper
17
Research paper series / Swiss Finance Institute
16
The European journal of finance
16
Discussion paper
15
European journal of operational research : EJOR
15
International review of economics & finance : IREF
15
Journal of international money and finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Discussion papers / CEPR
14
Finance and stochastics
14
Staff working papers / Bank of England
14
The journal of finance : the journal of the American Finance Association
14
Applied economics
13
Bundesbank Discussion Paper
13
Journal of empirical finance
13
ECB Working Paper
12
Frankfurt School - Working Paper Series
12
Economics letters
11
European financial management : the journal of the European Financial Management Association
11
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ECONIS (ZBW)
18
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1
Interest rate
swaps
: a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
2
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
3
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
4
Portfolio benefits of adding corporate credit default swap indices : evidence from North America and Europe
Hippert, Benjamin
;
Uhde, André
;
Wengerek, Sascha Tobias
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 203-259
Persistent link: https://www.econbiz.de/10012311669
Saved in:
5
Pricing cross-currency interest rate
swaps
under the Levy market model
Wang, Ming-Chieh
;
Huang, Li-Jhang
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10012311817
Saved in:
6
An overview of the valuation of collateralized derivative contracts
Laurent, Jean-Paul
;
Amzelek, Philippe
;
Bonnaud, Joe
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10011293083
Saved in:
7
Structural default model with mutual obligations
Itkin, Andrey
;
Lipton, Alexander
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 15-46
Persistent link: https://www.econbiz.de/10011930552
Saved in:
8
The leverage effect puzzle : the case of European sovereign credit default swap market
Kliber, Agata
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10011927969
Saved in:
9
Do CDS spreads move with commonality in liquidity?
Meine, Christian
;
Supper, Hendrik
;
Weiß, Gregor
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 225-261
Persistent link: https://www.econbiz.de/10011477302
Saved in:
10
Does modeling framework matter? : a comparative study of structural and reduced-form models
Gündüz, Yalın
;
Uhrig-Homburg, Marliese
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 39-78
Persistent link: https://www.econbiz.de/10010519295
Saved in:
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