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~isPartOf:"International review of financial analysis"
~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:"Swap"
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A Simple Credit Risk Model wit...
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International review of financial analysis
Journal of financial economics
Journal of international financial markets, institutions & money
Swiss Finance Institute Research Paper
The journal of futures markets
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
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European financial management : the journal of the European Financial Management Association
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International journal of financial engineering
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ECONIS (ZBW)
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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
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:
6
Hedging stock sector risk with credit default swaps
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
International review of financial analysis
30
(
2013
),
pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
Saved in:
7
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:
8
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:
9
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:
10
The real effects of credit default swaps
Danis, András
;
Gamba, Andrea
- In:
Journal of financial economics
127
(
2018
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011968759
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