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~isPartOf:"Review of finance : journal of the European Finance Association"
~subject:"Credit"
~subject:"Currency derivative"
~subject:"Insolvency"
~subject:"Zinsstruktur"
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Swap
6
Credit derivative
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Credit default swaps
3
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3
Kreditrisiko
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Review of finance : journal of the European Finance Association
International journal of theoretical and applied finance
18
Journal of banking & finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International review of financial analysis
9
Journal of financial economics
9
The journal of fixed income
9
Journal of international financial markets, institutions & money
8
Research paper series / Swiss Finance Institute
8
The journal of computational finance
7
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of derivatives research
6
The journal of futures markets
6
Applied mathematical finance
5
Discussion papers / CEPR
5
International review of economics & finance : IREF
5
Staff working papers / Bank of England
5
Swiss Finance Institute Research Paper
5
The journal of finance : the journal of the American Finance Association
5
The journal of financial crises
5
Working papers / The Levy Economics Institute
5
Finance research letters
4
HKIMR working paper
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
Quantitative finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of credit risk : published quarterly by Incisive Media
4
Working paper / National Bureau of Economic Research, Inc.
4
Working papers / Bank for International Settlements
4
Applied economics letters
3
Finance and economics discussion series
3
Finance and stochastics
3
International journal of finance & economics : IJFE
3
Journal of international money and finance
3
NBER Working Paper
3
NBER working paper series
3
Pacific-Basin finance journal
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1
Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.
;
Li, Haitao
;
Ye, Xiaoxia
;
Hu, May
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
Saved in:
2
Do credit default swaps mitigate the impact of credit rating downgrades?
Chava, Sudheer
;
Ganduri, Rohan
;
Ornthanalai, Chayawat
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
3
,
pp. 471-511
Persistent link: https://www.econbiz.de/10012035109
Saved in:
3
Default risk of advanced economies : an empirical analysis of credit default swaps during the financial crisis
Dieckmann, Stephan
;
Plank, Thomas
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
4
,
pp. 903-934
Persistent link: https://www.econbiz.de/10009681995
Saved in:
4
Design and estimation of multi-currency quadratic models
Leippold, Markus
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
11
(
2007
)
2
,
pp. 167-207
Persistent link: https://www.econbiz.de/10003714174
Saved in:
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