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Ballester, Laura
1
Ballestra, Luca Vincenzo
1
Bekkour, Lamia
1
Boudt, Kris
1
Broto, Carmen
1
Brøgger, Søren Bundgaard
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Calice, Giovanni
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Journal of empirical finance
Journal of banking & finance
65
The journal of structured finance
55
The journal of fixed income
41
International review of financial analysis
39
Finance research letters
37
Journal of financial stability
35
Journal of international financial markets, institutions & money
34
NBER working paper series
32
The journal of credit risk : published quarterly by Incisive Media
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
The review of financial studies
28
Working paper / National Bureau of Economic Research, Inc.
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Journal of international money and finance
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ECB Working Paper
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The journal of futures markets
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Finance and economics discussion series
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Journal of financial and quantitative analysis : JFQA
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Review of finance : journal of the European Finance Association
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Discussion paper
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Review of quantitative finance and accounting
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Swiss Finance Institute Research Paper
16
IMF Staff Country Reports
15
Research in international business and finance
15
The European journal of finance
15
SpringerLink / Bücher
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
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1
Modeling CDS spreads : a comparison of some hybrid approaches
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Radi, Davide
- In:
Journal of empirical finance
57
(
2020
),
pp. 107-124
Persistent link: https://www.econbiz.de/10012430444
Saved in:
2
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
3
Market discipline and too-big-to-fail in the CDS market : does banks' size reduce market discipline?
Völz, Manja
;
Wedow, Michael
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 195-210
Persistent link: https://www.econbiz.de/10009301132
Saved in:
4
Understanding liquidity and credit risks in the financial crisis
Gefang, Deborah
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 903-914
Persistent link: https://www.econbiz.de/10009492525
Saved in:
5
Sovereign default risk premia : evidence from the default swap market
Zinna, Gabriele
- In:
Journal of empirical finance
21
(
2013
),
pp. 15-35
Persistent link: https://www.econbiz.de/10009745313
Saved in:
6
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
Saved in:
7
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
Chiarella, Carl
;
Ellen, Saskia ter
;
He, Xue-zhong
;
Wu, Eliza
- In:
Journal of empirical finance
32
(
2015
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011556769
Saved in:
8
Disentangling contagion among sovereign CDS spreads during the European debt crisis
Broto, Carmen
;
Pérez-Quirós, Gabriel
- In:
Journal of empirical finance
32
(
2015
),
pp. 165-179
Persistent link: https://www.econbiz.de/10011556813
Saved in:
9
Euro at risk : the impact of member countries' credit risk on the stability of the common currency
Bekkour, Lamia
;
Jin, Xisong
;
Lehnert, Thorsten
; …
- In:
Journal of empirical finance
33
(
2015
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011556851
Saved in:
10
Short-term determinants of the idiosyncratic sovereign risk premium : a regime-dependent analysis for European credit default swaps
Calice, Giovanni
;
Mio, RongHui
;
Štěrba, Filip
; …
- In:
Journal of empirical finance
33
(
2015
),
pp. 174-189
Persistent link: https://www.econbiz.de/10011556866
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