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Credit derivative
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Kreditderivat
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Credit risk
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Kreditrisiko
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credit default swaps
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Urban, Jörg
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Barth, Andreas
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Working papers / Bank for International Settlements
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
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Journal of financial stability
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Finance research letters
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Journal of international financial markets, institutions & money
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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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Journal of financial economics
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NBER working paper series
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Journal of international money and finance
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NBER Working Paper
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The journal of futures markets
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ECB Working Paper
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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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Money markets, collateral and monetary policy
De Fiore, Fiorella
;
Hoerova, Marie
;
Uhlig, Harald
-
2022
-
This draft: December 2021.
Persistent link: https://www.econbiz.de/10012888394
Saved in:
2
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF
Gilchrist, Simon
;
Wei, Bin
;
Yue, Vivian Z.
;
Zakrajšek, Egon
-
2021
Persistent link: https://www.econbiz.de/10012620900
Saved in:
3
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
-
2021
Persistent link: https://www.econbiz.de/10012483801
Saved in:
4
Are credit rating agencies discredited? : measuring market price effects from agency sovereign debt announcements
Binici, Mahir
;
Hutchison, Michael M.
;
Miao, Evan Weicheng
-
2018
Persistent link: https://www.econbiz.de/10011866756
Saved in:
5
Accumulation of foreign currency reserves and risk-taking
Fatum, Rasmus
;
Yetman, James
-
2018
Persistent link: https://www.econbiz.de/10011867341
Saved in:
6
Arbitrage costs and the persistent non-zero CDS-bond basis : evidence from intraday euro area sovereign debt markets
Gyntelberg, Jacob
;
Hördahl, Peter
;
Ters, Kristyna
; …
-
2017
Persistent link: https://www.econbiz.de/10011752709
Saved in:
7
CoCo issuance and bank fragility
Avdjiev, Stefan
;
Bogdanova, Bilyana
;
Bolton, Patrick
; …
-
2017
Persistent link: https://www.econbiz.de/10011761789
Saved in:
8
Syndicated loans and CDS positioning
Aldasoro, Iñaki
;
Barth, Andreas
-
2017
Persistent link: https://www.econbiz.de/10011761794
Saved in:
9
How do global investors differentiate between sovereign risks : the new normal versus the old
Amstad, Marlene
;
Remolona, Eli M.
;
Shek, Jimmy
-
2016
Persistent link: https://www.econbiz.de/10011439801
Saved in:
10
Intraday dynamics of euro area sovereign credit risk contagion
Komárek, Luboš
;
Ters, Kristyna
;
Urban, Jörg
-
2016
Persistent link: https://www.econbiz.de/10011535645
Saved in:
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