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~isPartOf:"Review of finance : journal of the European Finance Association"
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Search: subject_exact:"Credit derivative"
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Credit derivative
17
Kreditderivat
17
Credit risk
9
Kreditrisiko
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7
Finanzkrise
7
Risikoprämie
7
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7
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Berndt, Antje
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1
Bolton, Patrick
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Campello, Murillo
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Chava, Sudheer
1
Chen, Ren-Raw
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Christoffersen, Peter F.
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Review of finance : journal of the European Finance Association
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
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Economic modelling
19
IMF Working Papers
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IMF working papers
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International review of economics & finance : IREF
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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 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
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The European journal of finance
14
Review of derivatives research
13
Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
2
Credit default swaps and bank regulatory capital
Shan, Chenyu
;
Tang, Dragon Yongjun
;
Yan, Hong
;
Zhou, Xing
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
1
,
pp. 121-152
Persistent link: https://www.econbiz.de/10012434688
Saved in:
3
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:
4
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:
5
Renegotiation frictions and financial distress resolution : evidence from CDS spreads
Campello, Murillo
;
Ladika, Tomislav
;
Matta, Rafael
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
3
,
pp. 513-556
Persistent link: https://www.econbiz.de/10012035110
Saved in:
6
Corporate credit risk premia
Berndt, Antje
;
Douglas, Rohan
;
Duffie, Darrell
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 419-454
Persistent link: https://www.econbiz.de/10011990801
Saved in:
7
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
8
Is there a distress risk anomaly? : pricing of systematic default risk in the cross-section of equity returns
Anginer, Deniz
;
Yıldızhan, Çelim
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 633-660
Persistent link: https://www.econbiz.de/10011991281
Saved in:
9
Regime-dependent sovereign risk pricing during the euro crisis
Delatte, Anne-Laure
;
Fouquau, Julien
;
Portes, Richard
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 363-385
Persistent link: https://www.econbiz.de/10011778601
Saved in:
10
Financial sector reform after the subprime crisis : has anything happened?
Schäfer, Alexander
;
Schnabel, Isabel
;
Weder, Beatrice
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
1
,
pp. 77-125
Persistent link: https://www.econbiz.de/10011590255
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