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~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of futures markets"
~subject:"Risk premium"
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A Simple Credit Risk Model wit...
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Bali, Turan G.
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Economic modelling
Journal of financial economics
Journal of international financial markets, institutions & money
Journal of international money and finance
The journal of futures markets
Journal of banking & finance
67
International review of economics & finance : IREF
34
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33
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1
Is default risk priced equally fast in the credit default
swap
and the stock markets? : an empirical investigation
Tolikas, Konstantinos
;
Topaloglou, Nikolas
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 39-57
Persistent link: https://www.econbiz.de/10011896287
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2
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
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3
Macro risk factors of credit default
swap
indices in a regime-switching framework
Kam Fong Chan
;
Marsden, Alastair
- In:
Journal of international financial markets, …
29
(
2014
),
pp. 285-308
Persistent link: https://www.econbiz.de/10010412144
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4
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
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5
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
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6
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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7
A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir
;
Caporin, Massimiliano
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
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8
Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
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9
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
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10
From CIP-deviations to a market for risk premia : a dynamic investigation of cross-currency basis swaps
Chatziantoniou, Ioannis
;
Gabauer, David
;
Stenfors, Alexis
- In:
Journal of international financial markets, …
69
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495926
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