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Credit derivative
40
Kreditderivat
40
Credit risk
30
Kreditrisiko
30
Interest rate derivative
29
Zinsderivat
29
Theorie
26
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26
Swap
24
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82
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Ap Gwilym, Owain
4
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3
Pu, Xiaoling
3
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3
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3
Benzschawel, Terry
2
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2
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2
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Lei Meng
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1
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1
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The journal of fixed income
The journal of futures markets
282
Journal of banking & finance
137
NBER working paper series
133
Journal of international money and finance
130
Working paper / National Bureau of Economic Research, Inc.
111
NBER Working Paper
108
International journal of theoretical and applied finance
98
Journal of international financial markets, institutions & money
86
International review of financial analysis
76
IMF working papers
73
Discussion paper / Centre for Economic Policy Research
69
The journal of derivatives : the official publication of the International Association of Financial Engineers
68
Journal of financial economics
64
Finance research letters
59
The journal of structured finance
56
The review of financial studies
56
International review of economics & finance : IREF
54
Journal of financial and quantitative analysis : JFQA
52
The journal of finance : the journal of the American Finance Association
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Applied economics
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Applied financial economics
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Discussion paper
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Economics letters
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Advances in futures and options research : a research annual
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Journal of empirical finance
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Research paper series / Swiss Finance Institute
42
The North American journal of economics and finance : a journal of financial economics studies
42
Applied mathematical finance
40
Global finance journal
40
Journal of financial stability
39
The European journal of finance
39
The journal of computational finance
39
IMF working paper
38
Review of derivatives research
38
The journal of credit risk : published quarterly by Incisive Media
37
Finance and stochastics
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
82
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1
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10
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82
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date (oldest first)
1
What drives systemic state credit risk? : evidence from the State Credit Default
Swap
(CDS) market
Liu, Sheen
;
Wu, Chunchi
;
Yeh, Chung-Ying
;
Yoo, Woongsun
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 5-45
Persistent link: https://www.econbiz.de/10012251375
Saved in:
2
A robust decision support approach to portfolio risk reduction based on credit default
swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
3
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:
4
Revisiting interest rate
swap
valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
5
Forecasting
swap
spreads : a Bayesian approach
Klein, Daniel
;
Nikitina, Elena
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
Saved in:
6
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
7
Determinants of the size of the sovereign credit default
swap
market
Berg, Tobias
;
Streitz, Daniel
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 58-73
Persistent link: https://www.econbiz.de/10011430639
Saved in:
8
Implicit government guarantee and the CDS spreads
Beliaeva, Natalia A.
;
Khaksari, Shahriar
;
Tsafack, Georges
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 25-37
Persistent link: https://www.econbiz.de/10011399846
Saved in:
9
What moves the correlation between the equity and credit default
swap
markets?
Liu, Zilong
;
Pu, Xiaoling
;
Zhao, Xinlei
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 72-87
Persistent link: https://www.econbiz.de/10011399890
Saved in:
10
Dynamic spillover of money market turmoil from FX
swap
to cross-currency
swap
markets : evidence from the 2007 - 2008 turmoil
Baba, Naohiko
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 24-38
Persistent link: https://www.econbiz.de/10003848031
Saved in:
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