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Credit derivative
40
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40
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The journal of fixed income
Journal of banking & finance
65
The journal of structured finance
51
International review of financial analysis
38
Journal of financial stability
35
Finance research letters
34
Journal of international financial markets, institutions & money
31
The journal of credit risk : published quarterly by Incisive Media
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International journal of theoretical and applied finance
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NBER working paper series
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27
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The European journal of finance
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ECONIS (ZBW)
40
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40
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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
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:
5
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:
6
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:
7
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:
8
Margin-based asset pricing and the determinants of the CDS basis
Wang, Liying
- In:
The journal of fixed income
24
(
2014
)
2
,
pp. 61-78
Persistent link: https://www.econbiz.de/10011660685
Saved in:
9
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:
10
The correlation structure of the CDS market : an empirical investigation
Cathcart, Lara
;
Jahel, Lina el
;
Evans, Leonard
- In:
The journal of fixed income
22
(
2013
)
4
,
pp. 53-74
Persistent link: https://www.econbiz.de/10009745223
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