Narrow search
Showing 1 - 10 of 144
Cover Image
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
Cover Image
Rating-based CDS curves
Kolokolova, Olga; Lin, Ming-Tsung; Poon, Ser-Huang - In: The European journal of finance 25 (2019) 7, pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
Cover Image
The reward for trading illiquid maturities in credit default swap markets
Arakelyan, Armen; Rubio, Gonzalo; Serrano, Pedro - In: International review of economics & finance : IREF 39 (2015), pp. 376-389
Persistent link: https://www.econbiz.de/10011572470
Cover Image
Benchmark interest rates when the government is risky
Augustin, P.; Chernov, Mikhail; Schmid, L.; Song, Dongho - In: Journal of financial economics 140 (2021) 1, pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
Cover Image
Quadratic variance swap models
Filipović, Damir; Gourier, Elise; Mancini, Loriano - In: Journal of financial economics 119 (2016) 1, pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Cover Image
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
Cover Image
Predicting stock market returns using aggregate credit risk
Li, Tangrong; Sun, Xuchu - In: International review of economics & finance : IREF 88 (2023), pp. 1087-1103
Persistent link: https://www.econbiz.de/10014475096
Cover Image
Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai; Hong, Zhiwu; Su, Ge - In: International review of economics & finance : IREF 91 (2024), pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
Cover Image
On the design of bail-in-able bonds from the perspective of non-financial firms
Liu, Liang-Chih; Dai, Tian-Shyr; Zhou, Lei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1136-1155
Persistent link: https://www.econbiz.de/10014446615
Cover Image
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: Journal of financial economics 62 (2001) 1, pp. 39-66
Persistent link: https://www.econbiz.de/10001608810