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Search: subject:"Credit Default Swap (CDS)"
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Derivative
Credit derivative
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credit default swap (CDS)
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Chan, Ka Kei
1
Cheruvelil, Roy M.
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Fenger, Christian
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Hu, Nan
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Ivanov, Stanislav
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Javadi, Siamak
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Kolokolova, Olga
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Li, David
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Lin, Ming-Tsung
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Liu, Ling
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Mollagholamali, Mohsen
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The journal of financial market infrastructures
2
Finance research letters
1
Journal of empirical finance
1
Omega : the international journal of management science
1
Review of quantitative finance and accounting
1
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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1
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
2
Study of correlation impact on credit default swap margin using a GARCH-DCC-copula framework
Li, David
;
Cheruvelil, Roy M.
- In:
The journal of financial market infrastructures
8
(
2019
)
1
,
pp. 51-92
Persistent link: https://www.econbiz.de/10012373185
Saved in:
3
An enhanced decision support approach for learning and tracking derivative index
Wu, Dexiang
;
Wu, Desheng Dash
- In:
Omega : the international journal of management science
88
(
2019
),
pp. 63-76
Persistent link: https://www.econbiz.de/10012118649
Saved in:
4
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
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5
Debt market illiquidity and correlated default risk
Javadi, Siamak
;
Mollagholamali, Mohsen
- In:
Finance research letters
26
(
2018
),
pp. 266-273
Persistent link: https://www.econbiz.de/10012005695
Saved in:
6
Credit default swap spreads and annual report readability
Hu, Nan
;
Liu, Ling
;
Zhu, Lu
- In:
Review of quantitative finance and accounting
50
(
2018
)
2
,
pp. 591-621
Persistent link: https://www.econbiz.de/10011979211
Saved in:
7
Initial margin estimations for credit default swap portfolios
Ivanov, Stanislav
- In:
The journal of financial market infrastructures
5
(
2017
)
4
,
pp. 22-49
Persistent link: https://www.econbiz.de/10011729219
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