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Search: subject_exact:"Swap"
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Swap
2,448
Theorie
665
Theory
661
Kreditrisiko
556
Derivat
550
Kreditderivat
550
Derivative
549
Credit derivative
547
Credit risk
542
Optionspreistheorie
381
Option pricing theory
376
Zinsstruktur
342
Yield curve
336
Interest rate derivative
319
Zinsderivat
319
Volatilität
307
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304
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241
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238
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220
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219
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217
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215
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184
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183
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181
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180
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157
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144
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144
Schätzung
142
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141
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135
Portfolio-Management
135
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132
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132
Zins
131
Interest rate
129
Währungsderivat
129
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128
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926
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482
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1,289
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1,186
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1,057
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393
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355
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340
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101
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81
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15
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Yang, Zhaojun
18
Aizenman, Joshua
17
Bahaj, Saleem
16
Longstaff, Francis A.
16
Reis, Ricardo
16
Tang, Dragon Yongjun
16
Fabozzi, Frank J.
15
Akram, Tanweer
13
Schwartz, Eduardo S.
13
Goldberg, Linda S.
12
Joshi, Mark S.
12
Mamun, Khawaja Abdullah al
12
Swishchuk, Anatoliy V.
12
Brigo, Damiano
10
Carr, Peter
10
Duffie, Darrell
10
Jinjarak, Yothin
10
SenGupta, Indranil
10
Subrahmanyam, Marti G.
10
Trolle, Anders B.
10
Wang, Sarah Qian
10
Zhang, Hai
10
Baba, Naohiko
9
Burgess, Nicholas
9
Fang, Victor
9
Filipović, Damir
9
Jarrow, Robert A.
9
Park, Donghyun
9
Pelsser, Antoon André Jean
9
Syrstad, Olav
9
Azad, A. S. M. Sohel
8
Batten, Jonathan A.
8
Bordo, Michael D.
8
Cossin, Didier
8
French, Jack
8
Kolb, Robert W.
8
Norden, Lars
8
Pietersz, Raoul
8
Ranaldo, Angelo
8
Zheng, Wendong
8
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National Bureau of Economic Research
24
Institut für Schweizerisches Bankwesen <Zürich>
9
National Centre of Competence in Research North South <Bern>
6
Group of Thirty / Global Derivatives Study Group
4
HAL
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
3
Institut für Industrielle Informationstechnik <Karlsruhe>
3
Task Force on Low Inflation (LIFT)
3
World Bank
3
Bank für Internationalen Zahlungsausgleich <Basel>
2
Bundesverband Deutscher Banken / Kommission für Bilanzierungsfragen
2
Centre for Financial Research <Köln>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve System / Board of Governors
2
Frankfurt School of Finance & Management
2
Inter-American Development Bank
2
OECD
2
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
2
Swiss National Centre of Competence in Research North South <Bern>
2
Universität <Mannheim> / Behavioral Finance Group
2
Asian Development Bank Institute, Asian Development Bank
1
Association Luxembourgeoise des Juristes de Banque
1
Bank für Internationalen Zahlungsausgleich
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bank of England
1
British Bankers' Association
1
C.E.P.R. Discussion Papers
1
Centre for Analytical Finance <Århus>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deloitte Touche Tohmatsu <New York, NY>
1
Deutsche Bundesbank <Frankfurt, Main>
1
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
1
Economics Department, European Investment Bank (EIB)
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank <New York, NY>
1
Federal Reserve Bank of Chicago
1
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Published in...
All
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
20
Working paper / National Bureau of Economic Research, Inc.
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
17
NBER Working Paper
17
The journal of computational finance
17
Journal of international financial markets, institutions & money
15
Review of derivatives research
15
International review of economics & finance : IREF
14
Working Paper
14
European journal of operational research : EJOR
13
Finance and stochastics
13
Finance research letters
13
Research paper series / Swiss Finance Institute
13
Staff working papers / Bank of England
13
The journal of finance : the journal of the American Finance Association
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Journal of international money and finance
11
Journal of securities operations & custody
11
Applied economics
10
Discussion papers / CEPR
10
European financial management : the journal of the European Financial Management Association
10
Journal of financial and quantitative analysis : JFQA
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The review of financial studies
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
International journal of financial engineering
9
Journal of financial services research : JFSR
9
Swiss Finance Institute Research Paper
9
The journal of investment compliance
9
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Source
All
ECONIS (ZBW)
2,344
USB Cologne (EcoSocSci)
47
USB Cologne (business full texts)
35
RePEc
30
EconStor
17
Other ZBW resources
2
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181
Corporate credit default swap systematic factors
Chan, Ka Kei
;
Lin, Ming-Tsung
;
Lu, Qinye
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1224-1256
Persistent link: https://www.econbiz.de/10014553983
Saved in:
182
Valuations of generalized variance swaps under the jump-diffusion model with stochastic liquidity risk
Wang, Ke
;
Guo, Xun-xiang
;
Zhang, Hong-yu
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014581051
Saved in:
183
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
Saved in:
184
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:
185
Credit default swaps and corporate ESG performance
Zhao, Ran
;
Zhu, Lu
- In:
Journal of banking and finance
159
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014452086
Saved in:
186
The efficiency of the Estr overnight index swap market
Realdon, Marco
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014494849
Saved in:
187
Credit risk and bubble behavior of credit default swaps in the corporate energy sector
Cervera, Ignacio
;
Figuerola-Ferretti, Isabel
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 702-731
Persistent link: https://www.econbiz.de/10014446517
Saved in:
188
The global network of liquidity lines
Bahaj, Saleem
;
Fuchs, Marie
;
Reis, Ricardo
-
2024
Persistent link: https://www.econbiz.de/10014531695
Saved in:
189
Monetary policy expectations and risk premiums : evidence from the OIS curve
Kısacıkoğlu, Burçin
-
2024
Persistent link: https://www.econbiz.de/10014547351
Saved in:
190
Stock price informativeness and credit default swap trading
Silva, Paulo Pereira da
;
Vieira, Isabel
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2950-2970
Persistent link: https://www.econbiz.de/10014635215
Saved in:
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