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~isPartOf:"The journal of fixed income"
~subject:"Derivative"
~subject:"Estimation"
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Derivative
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24
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The journal of fixed income
International journal of theoretical and applied finance
21
International review of financial analysis
10
Review of derivatives research
9
Journal of banking & finance
8
Applied mathematical finance
7
The journal of computational finance
7
International review of economics & finance : IREF
6
Journal of financial economics
6
Journal of international financial markets, institutions & money
6
Research paper series / Swiss Finance Institute
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Finance research letters
5
The journal of futures markets
5
The journal of investment compliance
5
Vahlens Kurzlehrbücher
5
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4
Bank of England Working Paper
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Economics letters
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European journal of operational research : EJOR
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4
Global finance journal
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Insurance / Mathematics & economics
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Journal of econometrics
4
Journal of financial markets
4
Journal of mathematical finance
4
Quantitative finance
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
4
Staff working papers / Bank of England
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Wiley finance series
4
Department of Economics discussion paper series / University of Oxford
3
ERIM report series research in management
3
Energy economics
3
Essays on the market structure and pricing of credit derivatives
3
European financial management : the journal of the European Financial Management Association
3
Finance and economics discussion series
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HKIMR working paper
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
10
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1
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
2
Cross-market hedging strategies for credit swaps under a Markov regime-switching framework
Chang, Jow-ran
;
Hung, Mao-Wei
;
Tsai, Feng-tse
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 44-56
Persistent link: https://www.econbiz.de/10009670717
Saved in:
3
Credit default swap auctions and price discovery
Helwege, Jean
;
Maurer, Samuel
;
Sarkar, Asani
;
Wang, Yuan
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 34-42
Persistent link: https://www.econbiz.de/10003893439
Saved in:
4
Credit default swap market determinants
Greatrex, Caitlin Ann
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 18-32
Persistent link: https://www.econbiz.de/10003808955
Saved in:
5
Is jump risk in iTraxx sector indices diversifiable?
Bhar, Ramaprasad
;
Wang, Peipei
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 42-56
Persistent link: https://www.econbiz.de/10003729810
Saved in:
6
A general model for hedging swaps with eurodollar futures
Rendleman, Richard J.
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10002155540
Saved in:
7
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
8
Recovery assumptions in the valuation of credit derivatives
Delianedis, Gordon
;
Lagnado, Ronald
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 20-30
Persistent link: https://www.econbiz.de/10001701705
Saved in:
9
Predicting the ten-year LIBOR swap spread : the role and limitations of rich/cheap analysis
Prendergast, Joseph R.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 86-99
Persistent link: https://www.econbiz.de/10001549803
Saved in:
10
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
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