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Credit default swaps and risk-shifting
Campello, Murillo; Matta, Rafael - In: Economics letters 117 (2012) 3, pp. 639-641
Persistent link: https://www.econbiz.de/10009679057
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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
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Semiparametric estimation of default probability : evidence from the Prosper online credit market
Li, Xiaofeng; Shang, Ying; Su, Zhi - In: Economics letters 127 (2015), pp. 54-57
Persistent link: https://www.econbiz.de/10011382869
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A closed-form solution to the risk-taking motivation of subordinated debtholders
Heller, Yuval; Peleg-Lazar, Sharon; Raviv, Alon - In: Economics letters 181 (2019), pp. 169-173
Persistent link: https://www.econbiz.de/10012121790
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Optimal capital structue with an equity-for-guarantee swap
Yang, Zhaojun; Zhang, Hai - In: Economics letters 118 (2013) 2, pp. 355-359
Persistent link: https://www.econbiz.de/10009708877
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The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
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Swap rates and credit quality
Duffie, Darrell - In: The journal of finance : the journal of the American … 51 (1996) 3, pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
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The default risk of swaps
Cooper, Ian - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 597-620
Persistent link: https://www.econbiz.de/10001108680
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Swaps: plain and fanciful
Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 47 (1992) 3, pp. 831-850
Persistent link: https://www.econbiz.de/10001132041
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Interest rate swaps and corporate financing choices
Titman, Sheridan - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1503-1516
Persistent link: https://www.econbiz.de/10001133686