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An empirical analysis of the impact of the credit default swap index market on large complex financial institutions
Calice, Giovanni; Ioannidis, Christos - In: International review of financial analysis 25 (2012), pp. 117-130
Persistent link: https://www.econbiz.de/10009688129
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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
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Special issue: credit derivatives
Batten, Jonathan A. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001728576
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An empirical analysis of credit default swaps
Skinner, Frank S.; Townend, Timothy G. - In: International review of financial analysis 11 (2002) 3, pp. 297-309
Persistent link: https://www.econbiz.de/10001715975
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Special issue: credit derivatives
Batten, Jonathan A. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001716000
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Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neis, Eric - 2004
Persistent link: https://www.econbiz.de/10002022642
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Bank credit risk events and peers' equity value
Fuertes, Ana María; Robles, Maria-Dolores - In: International review of financial analysis 75 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012804022
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Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 82 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
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Stock price default boundary : a Black-Cox model approach
Shi, Yunkun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
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Optimal retirement benefit guarantees
Panageas, Stauros - 2010
Persistent link: https://www.econbiz.de/10003950872