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~isPartOf:"Journal of empirical finance"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Wiley finance"
~subject:"Derivat"
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A Simple Credit Risk Model wit...
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Journal of empirical finance
Swiss Finance Institute Research Paper
The journal of futures markets
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ECONIS (ZBW)
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1
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
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2
Price convergence between credit default
swap
and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
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3
The man in the middle-liquidity provision under central clearing in the credit default
swap
market : a regression discontinuity approach
Schönemann, Gregor
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
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4
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
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5
Currency-protected swaps and swaptions with nonzero spreads in a multicurrency LMM
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 827-867
Persistent link: https://www.econbiz.de/10009779065
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6
Derivatives pricing on integrated diffusion processes : a general perturbation approach
Li, Minqiang
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 582-595
Persistent link: https://www.econbiz.de/10011405411
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7
Futures prices are not stable-Paretian distributed
Gribbin, Donald W.
- In:
The journal of futures markets
12
(
1992
)
4
,
pp. 475-487
Persistent link: https://www.econbiz.de/10001128522
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8
Pricing vulnerable options with correlated credit risk under jump-diffusion processes
Tian, Lihui
;
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 957-979
Persistent link: https://www.econbiz.de/10010508685
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9
Understanding the term structure of credit default
swap
spreads
Han, Bing
;
Zhou, Yi
- In:
Journal of empirical finance
31
(
2015
),
pp. 18-35
Persistent link: https://www.econbiz.de/10011489327
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10
On the exit value of a forward contract
Power, Gabriel J.
;
Turvey, Calum Greig
- In:
The journal of futures markets
29
(
2009
)
2
,
pp. 179-196
Persistent link: https://www.econbiz.de/10003831072
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