//--> //--> //--> //-->
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:"Review of derivatives research"
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_exact:"Credit derivative"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit derivative
13
Kreditderivat
13
Credit risk
10
Kreditrisiko
10
Theorie
6
Theory
6
Derivat
4
Derivative
4
Portfolio selection
4
Portfolio-Management
4
Risikoprämie
4
Risk premium
4
Swap
4
Asset-Backed Securities
3
Asset-backed securities
3
Credit default swaps
3
Estimation
3
Insolvency
3
Insolvenz
3
Multivariate Verteilung
3
Multivariate distribution
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
CDS
2
Correlation
2
Credit derivatives
2
EU countries
2
EU-Staaten
2
Europa
2
Europe
2
Financial crisis
2
Finanzkrise
2
Korrelation
2
Liquidity
2
Liquidität
2
Option pricing theory
2
Optionspreistheorie
2
Risikomaß
2
Risk measure
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Cousin, Areski
1
Crépey, Stéphane
1
Gündüz, Yalın
1
Herbertsson, Alexander
1
Hippert, Benjamin
1
Höcht, Stephan
1
Itkin, Andrey
1
Jönsson, Henrik
1
Kan, Yu Hang
1
Kim, Sung Ik
1
Kim, Young Shin
1
Kliber, Agata
1
Koziol, Christian
1
Koziol, Philipp
1
Lesplingart, Clothilde
1
Lipton, Alexander
1
Majois, Christophe
1
Meine, Christian
1
Pelster, Matthias
1
Petitjean, Mikael
1
Schoutens, Wim
1
Schön, Thomas
1
Supper, Hendrik
1
Uhde, André
1
Uhrig-Homburg, Marliese
1
Vilsmeier, Johannes
1
Weiß, Gregor
1
Wengerek, Sascha Tobias
1
Zagst, Rudi
1
more ...
less ...
Published in...
All
Review of derivatives research
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
35
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
Journal of empirical finance
22
Discussion paper / Centre for Economic Policy Research
20
Applied economics
19
Economic modelling
19
IMF Working Papers
19
IMF working papers
19
International review of economics & finance : IREF
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working paper series / European Central Bank
18
Discussion paper
17
Journal of financial and quantitative analysis : JFQA
17
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
ECB Working Paper
16
Finance and economics discussion series
16
Swiss Finance Institute Research Paper
16
Research in international business and finance
14
SpringerLink / Bücher
14
The European journal of finance
14
Staff reports / Federal Reserve Bank of New York
13
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The determinants of CDS spreads : evidence from the model space
Pelster, Matthias
;
Vilsmeier, Johannes
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 63-118
Persistent link: https://www.econbiz.de/10012055732
Saved in:
3
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
Saved in:
10
Liquidity and CDS premiums on European companies around the Subprime crisis
Lesplingart, Clothilde
;
Majois, Christophe
;
Petitjean, …
- In:
Review of derivatives research
15
(
2012
)
3
,
pp. 217-256
Persistent link: https://www.econbiz.de/10009709684
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->