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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~subject:"Swap"
~type_genre:"Article in journal"
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Swap
USA
1,305
United States
1,304
Theorie
797
Theory
797
Börsenkurs
505
Share price
505
Capital income
370
Kapitaleinkommen
370
CAPM
240
Portfolio selection
227
Portfolio-Management
227
Estimation
200
Schätzung
200
Ankündigungseffekt
142
Anlageverhalten
142
Announcement effect
142
Behavioural finance
142
Volatility
116
Volatilität
116
Capital structure
115
Kapitalstruktur
115
Takeover
115
Übernahme
115
Führungskräfte
114
Managers
114
Welt
111
World
111
Investment Fund
92
Investmentfonds
92
Risikoprämie
91
Risk premium
91
Aktienmarkt
90
Stock market
90
Börsengang
89
Initial public offering
89
Corporate finance
82
Unternehmensfinanzierung
82
Asymmetric information
79
Asymmetrische Information
79
Corporate Governance
79
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Article
13
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Article in journal
Aufsatz in Zeitschrift
13
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English
Author
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Longstaff, Francis A.
3
Bicksler, James L.
1
Blanco, Roberto
1
Bolton, Patrick
1
Brennan, Simon
1
Chen, Andrew H.
1
Collin-Dufresne, Pierre
1
Cooper, Ian
1
Duffie, Darrell
1
Filipović, Damir
1
Han, Bing
1
Huang, Ming
1
Larsson, Martin
1
Litzenberger, Robert H.
1
Marsh, Ian
1
Mello, António S.
1
Mithal, Sanjay
1
Neiss, Eric
1
Oehmke, Martin
1
Santa-Clara, Pedro
1
Schwartz, Eduardo S.
1
Solnik, Bruno
1
Titman, Sheridan
1
Trolle, Anders B.
1
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The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
The journal of fixed income
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
17
The journal of computational finance
17
Journal of international financial markets, institutions & money
15
Review of derivatives research
15
International review of economics & finance : IREF
14
Finance and stochastics
13
European journal of operational research : EJOR
12
Finance research letters
11
Journal of international money and finance
11
Journal of securities operations & custody
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Applied economics
10
European financial management : the journal of the European Financial Management Association
10
Journal of financial and quantitative analysis : JFQA
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The review of financial studies
10
Economics letters
9
International journal of financial engineering
9
Journal of financial services research : JFSR
9
The journal of investment compliance
9
Applied economics letters
8
Insurance / Mathematics & economics
8
Quantitative finance
8
Economic modelling
7
Energy economics
7
Global finance journal
7
Journal of economic dynamics & control
7
The journal of real estate finance and economics
7
Computational economics
6
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ECONIS (ZBW)
13
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1
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
2
Should derivatives be privileged in bankruptcy?
Bolton, Patrick
;
Oehmke, Martin
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2353-2393
Persistent link: https://www.econbiz.de/10011411315
Saved in:
3
Municipal debt and marginal tax rates : is there a tax premium in asset prices ?
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
3
,
pp. 721-751
Persistent link: https://www.econbiz.de/10009160340
Saved in:
4
Stochastic volatilities and correlations of bond yields
Han, Bing
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
Saved in:
5
Corporate yield spreads : default tisk or liquidity? : New evidence from the credit default swap market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neiss, Eric
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2213-2254
Persistent link: https://www.econbiz.de/10003159306
Saved in:
6
An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps
Blanco, Roberto
;
Brennan, Simon
;
Marsh, Ian
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2255-2282
Persistent link: https://www.econbiz.de/10003159335
Saved in:
7
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
8
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
9
Swap rates and credit quality
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
3
,
pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
Saved in:
10
Interest rate swaps and corporate financing choices
Titman, Sheridan
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1503-1516
Persistent link: https://www.econbiz.de/10001133686
Saved in:
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