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~person:"Farina, G."
~person:"Jahel, Lina el"
~person:"Kandhai, Drona"
~subject:"Kreditrisiko"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Credit Default Swaps"
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Kreditrisiko
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4
Credit default swaps
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credit default swaps
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Farina, G.
Jahel, Lina el
Kandhai, Drona
Tang, Dragon Yongjun
6
Capponi, Agostino
5
Kiesel, Florian
5
Lovreta, Lidija
4
Zhang, Gaiyan
4
Zhu, Lu
4
Augustin, Patrick
3
Bo, Lijun
3
Cathcart, Lara
3
Danis, András
3
Di Tommaso, Caterina
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Paddrik, Mark
3
Shahzad, Syed Jawad Hussain
3
Shan, Chenyu
3
Uzmanoglu, Cihan
3
Wang, Sarah Qian
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Bedendo, Mascia
2
Bhat, Gauri
2
Brigo, Damiano
2
Calice, Giovanni
2
Callen, Jeffrey L.
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Casu, Barbara
2
Chen, Yangyang
2
Clark, Brian
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Creal, Drew
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De Giuli, Maria Elena
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Donato, James
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Drago, Danilo
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Journal of money, credit and banking : JMCB
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Journal of the Operational Research Society
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1
The European journal of finance
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ECONIS (ZBW)
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1
Risk attribution and interconnectedness in the EU via CDS data
Giacometti, Rosella
;
Torri, Gabriele
;
Farina, G.
;
De …
- In:
Computational management science
17
(
2020
)
4
,
pp. 549-567
Persistent link: https://www.econbiz.de/10012486984
Saved in:
2
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis
;
Sanchez Rivero, Javier
;
Sourabh, Sumit
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
Saved in:
3
Systemic risk attribution in the EU
Farina, G.
;
Giacometti, Rosella
;
De Giuli, Maria Elena
- In:
Journal of the Operational Research Society
70
(
2019
)
7
,
pp. 1115-1128
Persistent link: https://www.econbiz.de/10012213607
Saved in:
4
Excess comovement in credit default swap markets : evidence from the CDX indices
Cathcart, Lara
;
Jahel, Lina el
;
Evans, Leo
;
Shi, Yining
- In:
Journal of financial markets
43
(
2019
),
pp. 96-120
Persistent link: https://www.econbiz.de/10012316303
Saved in:
5
Liquidity risk in derivatives valuation : an improved credit proxy method
Sourabh, Sumit
;
Hofer, Markus
;
Kandhai, Drona
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 467-481
Persistent link: https://www.econbiz.de/10011906396
Saved in:
6
Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
Badaoui, Saad
;
Cathcart, Lara
;
Jahel, Lina el
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 825-853
Persistent link: https://www.econbiz.de/10011715207
Saved in:
7
Distressed debt restructuring in the presence of
credit
default
swaps
Bedendo, Mascia
;
Cathcart, Lara
;
Jahel, Lina el
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
1
,
pp. 165-201
Persistent link: https://www.econbiz.de/10011516515
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