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~subject:"Kreditrisiko"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Glossary included"
~type_genre:"Government document"
~type_genre:"Hochschulschrift"
~type_genre:"Konferenzschrift"
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
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International journal of theoretical and applied finance
9
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4
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2
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ECONIS (ZBW)
113
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1
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113
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1
Analyzing credit spread changes using explainable artificial intelligence
Heger, Julia
;
Min, Aleksey
;
Zagst, Rudi
- In:
International review of financial analysis
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543984
Saved in:
2
Pricing and
hedging
prepayment risk in a mortgage portfolio
Casamassima, Emanuele
;
Grzelak, Lech A.
;
Mulder, Frank A.
; …
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10013371214
Saved in:
3
Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum
;
Yameen, Mohammad
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
Saved in:
4
Credit default swaps (CDSs) : an effective tool to manage credit risk of Indian banks
Tabassum
;
Yameen, Mohammad
- In:
Journal of money and business
2
(
2022
)
2
,
pp. 165-172
Persistent link: https://www.econbiz.de/10014252061
Saved in:
5
Managerial tone and investors'
hedging
activities : evidence from credit default swaps
Liang, Peng
;
Hu, Nan
;
Liu, Ling
;
Zhang, Ting
- In:
Accounting and finance
63
(
2023
)
4
,
pp. 3971-3998
Persistent link: https://www.econbiz.de/10014476935
Saved in:
6
U.S. leveraged loan and debt markets : implications for optimal portfolio and
hedging
Abakah, Emmanuel Joel Aikins
;
Nasreen, Samia
;
Tiwari, …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014457479
Saved in:
7
Credit default swaps and corporate debt structure
Chen, Yangyang
;
Saffar, Walid
;
Shan, Chenyu
;
Wang, …
- In:
The journal of corporate finance : contracting, …
83
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014513164
Saved in:
8
A three-factor hazard rate model for single-name credit default swap pricing
Zhong, Yangfan
;
Mi, Yanhui
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 27-63
Persistent link: https://www.econbiz.de/10014546386
Saved in:
9
Hedge effectiveness of the credit default swap indices : a spectral decomposition and network topology analysis
Sinka, Peter
;
Zeitsch, Peter J.
- In:
Computational economics
60
(
2022
)
4
,
pp. 1375-1412
Persistent link: https://www.econbiz.de/10013447437
Saved in:
10
Bank use of sovereign CDS in the Eurozone crisis :
hedging
and risk incentives
Acharya, Viral V.
;
Gündüz, Yalın
;
Johnson, Tim
- In:
Journal of financial intermediation
50
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013348118
Saved in:
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