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Search: subject_exact:"Swap"
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Subject
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Swap
2,456
Theorie
668
Theory
664
Kreditrisiko
559
Kreditderivat
552
Derivat
550
Credit derivative
549
Derivative
549
Credit risk
545
Optionspreistheorie
381
Option pricing theory
376
Zinsstruktur
345
Yield curve
339
Interest rate derivative
321
Zinsderivat
321
Volatilität
307
Volatility
304
Welt
243
World
240
Finanzkrise
221
USA
220
Financial crisis
219
United States
215
Risikoprämie
187
Risk premium
186
Geldpolitik
182
Monetary policy
181
Hedging
158
Insolvency
144
Insolvenz
144
Schätzung
142
Estimation
141
Portfolio selection
136
Portfolio-Management
136
Stochastic process
132
Stochastischer Prozess
132
Zins
132
Interest rate
130
Währungsderivat
129
Currency derivative
128
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All
Free
928
Undetermined
488
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Book / Working Paper
1,291
Article
1,192
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Article in journal
1,062
Aufsatz in Zeitschrift
1,062
Graue Literatur
393
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393
Working Paper
355
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340
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102
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102
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81
Thesis
64
Collection of articles of several authors
22
Sammelwerk
22
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Textbook
19
Bibliografie enthalten
18
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18
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15
Sammlung
15
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13
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6
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6
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3
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3
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3
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3
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Handbuch
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2,277
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50
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9
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9
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Author
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Yang, Zhaojun
19
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
Finance research letters
14
International review of economics & finance : IREF
14
Working Paper
14
European journal of operational research : EJOR
13
Finance and stochastics
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 financial and quantitative analysis : JFQA
11
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
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)
2,352
USB Cologne (EcoSocSci)
47
USB Cologne (business full texts)
35
RePEc
30
EconStor
17
Other ZBW resources
2
Showing
271
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280
of
2,483
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date (newest first)
date (oldest first)
271
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
272
Is the fed failing to re-anchor expectations? : an analysis of jumps in inflation swaps
Chibane, Messaoud
;
Kuhanathan, Ano
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473546
Saved in:
273
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
Saved in:
274
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:
275
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:
276
Central bank swap arrangements and exchange rate volatility : evidence from China
Yu, Ziliang
;
Liu, Xiaomeng
;
Liu, Zhuqing
;
Li, Yang
- In:
Emerging markets review
56
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014478642
Saved in:
277
Are credit default swaps still a sideshow? : How information flow between equity and CDS markets has changed since the financial crisis
Wang, Ruolin
;
Basu, Anup
;
Clements, Adam
- In:
Global finance journal
57
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014479021
Saved in:
278
Asymmetric dynamics in sovereign credit default swaps pricing : evidence from emerging countries
Simonyan, Serdar
;
Bayraktar, Sema
- In:
International journal of emerging markets
18
(
2023
)
12
,
pp. 5607-5629
Persistent link: https://www.econbiz.de/10014461207
Saved in:
279
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
Saved in:
280
Bank loan renegotiation and credit default swaps
Clark, Brian
;
Donato, James
;
Francis, Bill B.
;
Shohfi, …
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
Saved in:
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