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~isPartOf:"The journal of fixed income"
~subject:"Risk premium"
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Risk premium
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Ilmanen, Antti
2
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1
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The journal of fixed income
NBER working paper series
38
Journal of banking & finance
37
NBER Working Paper
34
Working paper / National Bureau of Economic Research, Inc.
33
Finance research letters
26
Journal of financial economics
26
Energy economics
23
Journal of empirical finance
22
Journal of international money and finance
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International review of economics & finance : IREF
20
Discussion paper / Centre for Economic Policy Research
18
The North American journal of economics and finance : a journal of financial economics studies
18
The review of financial studies
18
Journal of international financial markets, institutions & money
16
Working paper series / European Central Bank
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
14
Research paper series / Swiss Finance Institute
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Staff reports / Federal Reserve Bank of New York
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Finance and economics discussion series
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Research in international business and finance
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Review of finance : journal of the European Finance Association
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The journal of futures markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of theoretical and applied finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
Saved in:
2
The pricing of correlated default risk : evidence from the credit derivatives market
Tarashev, Nikola A.
;
Zhu, Haibin
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10003757568
Saved in:
3
Risk premia in covered bond markets
Prokopczuk, Marcel
;
Vonhoff, Volker
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 19-29
Persistent link: https://www.econbiz.de/10009670722
Saved in:
4
Are credit rating announcements contagious? : evidence on the transmission of information across industries in credit default swap markets
Cizel, Janko
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 27-60
Persistent link: https://www.econbiz.de/10010196997
Saved in:
5
Quantifying and explaining the new-issue premium in the post-Glass-Steagall corporate bond market
Goldberg, Robert S.
;
Ronn, Ehud I.
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 43-55
Persistent link: https://www.econbiz.de/10009783219
Saved in:
6
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
7
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
8
Non-default component of sovereign emerging market yield spreads and its determinants : evidence from the credit default swap market
Küçük, Ugur N.
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 44-66
Persistent link: https://www.econbiz.de/10003970353
Saved in:
9
Impact of multiple CDO ratings on credit spreads
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10003875980
Saved in:
10
DTS (Duration Times Spread) for CDS : a new measure of spread sensitivity
Dor, Arik Ben
;
Polbennikov, Simon
;
Rosten, Jeremy
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 32-44
Persistent link: https://www.econbiz.de/10003457017
Saved in:
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