//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~subject:"Financial crisis"
~subject:"Swap"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Financial crisis
Swap
Portfolio selection
758
Portfolio-Management
758
Theorie
480
Theory
480
Credit risk
318
Kreditrisiko
318
Capital income
235
Kapitaleinkommen
235
Estimation
135
Schätzung
135
CAPM
128
Anlageverhalten
127
Behavioural finance
127
Risk
118
Risiko
115
Risikoprämie
110
Risk premium
110
USA
108
United States
105
Probability theory
101
Wahrscheinlichkeitsrechnung
101
Börsenkurs
92
Share price
92
Volatility
92
Volatilität
92
Welt
90
World
90
Hedging
88
Investment Fund
88
Investmentfonds
88
Finanzkrise
87
Credit derivative
83
Kreditderivat
83
Bank lending
73
Kreditgeschäft
73
Yield curve
71
Zinsstruktur
71
Stock market
64
more ...
less ...
Online availability
All
Undetermined
78
Free
19
Type of publication
All
Article
127
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
128
Aufsatz in Zeitschrift
128
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
149
Author
All
Stenfors, Alexis
4
Bacchetta, Philippe
3
Chatziantoniou, Ioannis
3
Filipović, Damir
3
Gabauer, David
3
Ranaldo, Angelo
3
Aragon, George O.
2
Byström, Hans N. E.
2
Chen, Son-nan
2
Leippold, Markus
2
Longstaff, Francis A.
2
Mancini, Loriano
2
Moreira, Fernando
2
Novales, Alfonso
2
Paolella, Marc S.
2
Park, Yuen Jung
2
Pelizzon, Loriana
2
Polak, Pawel
2
Sornette, Didier
2
Subrahmanyam, Marti G.
2
Tang, Dragon Yongjun
2
Van Wincoop, Eric
2
Wang, Sarah Qian
2
Weigert, Florian
2
Wu, Ting-pin
2
Abad, Pilar
1
Acharya, Viral V.
1
Al-Own, Bassam
1
Alexakis, Christos A.
1
An, Yunbi
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Anthony, John
1
Ap Gwilym, Owain
1
Augustin, P.
1
Avino, Davide
1
Aït-Sahalia, Yacine
1
Banerjee, Anurag Narayan
1
Becke, Susanne von der
1
Beltratti, Andrea
1
more ...
less ...
Published in...
All
Economics letters
Journal of financial economics
Journal of international financial markets, institutions & money
Swiss Finance Institute Research Paper
The journal of futures markets
Journal of banking & finance
105
Journal of financial stability
67
NBER working paper series
59
Working paper series / European Central Bank
55
International journal of theoretical and applied finance
48
Finance research letters
43
International review of financial analysis
43
Working paper / National Bureau of Economic Research, Inc.
43
NBER Working Paper
42
Discussion papers / CEPR
37
International review of economics & finance : IREF
37
Journal of international money and finance
36
Research paper series / Swiss Finance Institute
36
Economic modelling
31
IMF working papers
31
The North American journal of economics and finance : a journal of financial economics studies
31
Applied economics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Discussion paper
28
Journal of economic dynamics & control
28
The journal of fixed income
27
Applied economics letters
26
Staff working papers / Bank of England
26
The European journal of finance
26
Working paper series
26
Discussion paper / Centre for Economic Policy Research
24
Journal of risk management in financial institutions
24
Applied mathematical finance
23
The journal of financial crises
22
Journal of financial intermediation
21
Journal of financial services research : JFSR
21
Research in international business and finance
21
Discussion paper / Tinbergen Institute
20
Working papers / Bank for International Settlements
20
Journal of empirical finance
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
more ...
less ...
Source
All
ECONIS (ZBW)
149
Showing
1
-
10
of
149
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The credit risk components of a
swap
portfolio
Hübner, Georges
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
Saved in:
2
Countercyclical foreign currency borrowing : Eurozone firms in 2007-2009
Bacchetta, Philippe
;
Merrouche, Ouarda
-
2015
disruptions in the FX
swap
market caused a rise in dollar borrowing from US banks, especially for firms in export-oriented sectors …
Persistent link: https://www.econbiz.de/10011507853
Saved in:
3
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Saved in:
4
Stock options and credit default swaps in risk management
Al-Own, Bassam
;
Minhat, Marizah
;
Gao, Simon S.
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 200-214
Persistent link: https://www.econbiz.de/10011983854
Saved in:
5
A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
Saved in:
6
Redenomination-risk spillovers in the Eurozone
Borri, Nicola
- In:
Economics letters
174
(
2019
),
pp. 173-178
Persistent link: https://www.econbiz.de/10012121083
Saved in:
7
The leverage externalities of credit default swaps
Li, Jay Yin
;
Tang, Dragon Yongjun
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 491-513
Persistent link: https://www.econbiz.de/10011590235
Saved in:
8
Credit default swaps and corporate innovation
Xin, Chang
;
Chen, Yangyang
;
Wang, Sarah Qian
;
Zhang, Kuo
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
Saved in:
9
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->