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The liquidity of bank assets and banking stability
Wagner, Wolf - In: Journal of banking & finance 31 (2007) 1, pp. 121-139
Persistent link: https://www.econbiz.de/10003403185
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Active risk management and banking stability
Buston, Consuelo Silva - In: Journal of banking & finance 72 (2016), pp. 203-215
Persistent link: https://www.econbiz.de/10011637132
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On measuring credit risks of derivative instruments
Duffee, Greg - In: Journal of banking & finance 20 (1996) 5, pp. 805-833
Persistent link: https://www.econbiz.de/10001203315
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Trading strategies with implied forward credit default swap spreads
Leccadito, Arturo; Tunaru, Radu; Urga, Giovanni - In: Journal of banking & finance 58 (2015), pp. 361-375
Persistent link: https://www.econbiz.de/10011544021
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Information in CDS spreads
Norden, Lars - In: Journal of banking & finance 75 (2017), pp. 118-135
Persistent link: https://www.econbiz.de/10011742156
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Detecting abnormal changes in credit default swap spreads using matching-portfolio models
Bertoni, Fabio; Lugo, Stefano - In: Journal of banking & finance 90 (2018), pp. 146-158
Persistent link: https://www.econbiz.de/10011963459
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Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
Klein, Peter; Inglis, Michael - In: Journal of banking & finance 25 (2001) 5, pp. 993-1012
Persistent link: https://www.econbiz.de/10001570916
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An approximation method for analysis and valuation of credit correlation derivatives
Egami, Masahiko; Esteghamat, Kian - In: Journal of banking & finance 30 (2006) 2, pp. 341-364
Persistent link: https://www.econbiz.de/10003291266
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Pricing nondiversifiable credit risk in the corporate Eurobond market
Abaffy, J.; Bertocchi, Marida; Dupačová, Jitka; … - In: Journal of banking & finance 31 (2007) 8, pp. 2233-2263
Persistent link: https://www.econbiz.de/10003522905
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Bank loan renegotiation and credit default swaps
Clark, Brian; Donato, James; Francis, Bill B.; Shohfi, … - In: Journal of banking & finance 151 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014463074