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~subject:"Insolvenz"
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Search: subject:"Credit Default Swap (CDS)"
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Insolvenz
Credit derivative
35
Kreditderivat
35
Credit risk
25
Kreditrisiko
23
Credit Default Swap (CDS)
18
Credit default swap (CDS)
16
Insolvency
11
credit default swap (CDS)
11
European Market Infrastructure Regulation (EMIR)
8
Risikoprämie
8
Risk premium
8
Swap
8
Theorie
8
Theory
8
Central Counterparty Clearing House (CCP)
7
Derivat
7
Derivative
7
Clearing
6
Financial clearing
6
Financial market regulation
6
Finanzmarktregulierung
6
OTC market
6
OTC-Handel
6
Welt
6
World
6
EU countries
5
EU-Staaten
5
Financial services
5
Finanzdienstleistung
5
Sovereign
5
Financial crisis
4
Financial networks
4
Finanzkrise
4
Systemic risk
4
Systemrisiko
4
Coronavirus
3
Credit insurance
3
Kreditversicherung
3
Multivariate Verteilung
3
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English
11
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Hong, Hyun A.
2
Ryou, Ji Woo
2
Srivastava, Anup
2
Apergēs, Nikolaos
1
Byun, Kiwoong
1
Ching, Wai Ki
1
Danuletiu, Dan
1
Delgado-Vaquero, David
1
Gu, Jia-Wen
1
Guo, Nan
1
Harju, Antti J.
1
Javadi, Siamak
1
Jobst, Rainer
1
Kim, Baeho
1
Li, Lingfei
1
Li, Weiping
1
Lu, Jiejun
1
Mollagholamali, Mohsen
1
Morales-Diaz, Jose
1
Oh, Dong Hwan
1
Xu, Bing
1
Yu, Feng-Hui
1
Zamora-Ramírez, Constancio
1
Zou, Lin
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The journal of credit risk : published quarterly by Incisive Media
3
Accounting in Europe
1
Computational economics
1
Finance and economics discussion series
1
Finance research letters
1
International journal of financial engineering
1
Journal of international financial markets, institutions & money
1
The accounting review : a publication of the American Accounting Association
1
Tuck School of Business working paper / Tuck School of Business at Dartmouth
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ECONIS (ZBW)
11
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1
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11
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1
Default clustering risk premium and its cross-market asset pricing implications
Byun, Kiwoong
;
Kim, Baeho
;
Oh, Dong Hwan
-
2023
Persistent link: https://www.econbiz.de/10014377671
Saved in:
2
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
3
Estimating actual probability of default from structural models
Zou, Lin
;
Li, Weiping
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013188686
Saved in:
4
Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
Saved in:
5
IFRS 16 Incremental Borrowing Rate : comparability issues and a methodology proposal for Loss Given Default Adjustment
Delgado-Vaquero, David
;
Morales-Diaz, Jose
; …
- In:
Accounting in Europe
19
(
2022
)
2
,
pp. 287-310
Persistent link: https://www.econbiz.de/10013350328
Saved in:
6
CDS spreads and COVID-19 pandemic
Apergēs, Nikolaos
;
Danuletiu, Dan
;
Xu, Bing
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013412804
Saved in:
7
Stressed distance to default and default risk
Guo, Nan
;
Li, Lingfei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
Saved in:
8
Lender monitoring and the efficacy of managerial risk-taking incentives
Hong, Hyun A.
;
Ryou, Ji Woo
;
Srivastava, Anup
- In:
The accounting review : a publication of the American …
96
(
2021
)
4
,
pp. 315-339
Persistent link: https://www.econbiz.de/10012626693
Saved in:
9
Changes in corporate investment policy following the inception of credit default swap trade
Hong, Hyun A.
;
Ryou, Ji Woo
;
Srivastava, Anup
-
2017
A
credit
default
swap
(
CDS
) enables a lender to hedge its risk exposure on a loan given to reference client. The lender …
Persistent link: https://www.econbiz.de/10011756879
Saved in:
10
Modeling credit risk with hidden Markov default intensity
Yu, Feng-Hui
;
Lu, Jiejun
;
Gu, Jia-Wen
;
Ching, Wai Ki
- In:
Computational economics
54
(
2019
)
3
,
pp. 1213-1229
Persistent link: https://www.econbiz.de/10012134519
Saved in:
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