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~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:"Hedging"
~subject:"Kreditderivat"
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A Simple Credit Risk Model wit...
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Hedging
Kreditderivat
Portfolio selection
621
Portfolio-Management
621
Theorie
328
Theory
328
Credit risk
272
Kreditrisiko
272
Capital income
209
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209
Estimation
124
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124
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63
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156
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Lien, Da-hsiang Donald
4
Schweizer, Martin
4
Barone-Adesi, Giovanni
3
Hammoudeh, Shawkat
3
Hoesli, Martin
3
Malamud, Semyon
3
Ongena, Steven
3
Park, Yuen Jung
3
Soner, Halil Mete
3
Subrahmanyam, Marti G.
3
Agarwal, Vikas
2
Aragon, George O.
2
Augustin, Patrick
2
Calice, Giovanni
2
Caporin, Massimiliano
2
Carcano, Nicola
2
Czichowsky, Christoph
2
Dall'O, Hakim
2
Gibson, Rajna
2
Kim, Tong Suk
2
Lin, Ming-Tsung
2
Lu, Qinye
2
Mensi, Walid
2
Opie, Wei
2
Parlour, Christine A.
2
Rösch, Daniel
2
Scheule, Harald
2
Tang, Dragon Yongjun
2
Tomio, Davide
2
Wang, Sarah Qian
2
Xuan Vinh Vo
2
Ahiabor, Frederick
1
Ahmad, Nasir
1
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Al-Own, Bassam
1
Alexander, Carol
1
Amiram, Dan
1
An, Yunbi
1
Andani, A.
1
Andrieş, Alin Marius
1
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Journal of financial economics
Journal of international financial markets, institutions & money
Swiss Finance Institute Research Paper
The journal of futures markets
Journal of banking & finance
77
International journal of theoretical and applied finance
68
Finance research letters
66
International review of financial analysis
63
Applied economics
42
International review of economics & finance : IREF
42
Research paper series / Swiss Finance Institute
40
Economic modelling
38
The North American journal of economics and finance : a journal of financial economics studies
38
Energy economics
34
Insurance / Mathematics & economics
31
The journal of fixed income
31
Finance and stochastics
30
Journal of economic dynamics & control
29
Journal of empirical finance
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Journal of financial stability
27
The European journal of finance
27
The journal of credit risk : published quarterly by Incisive Media
27
Applied mathematical finance
25
Quantitative finance
25
NBER working paper series
24
Research in international business and finance
24
European journal of operational research : EJOR
23
Journal of international money and finance
23
Journal of risk and financial management : JRFM
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
The review of financial studies
22
SpringerLink / Bücher
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Discussion paper
18
Finance and economics discussion series
18
NBER Working Paper
18
Review of derivatives research
18
Risks : open access journal
18
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
156
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
Saved in:
9
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
Saved in:
10
The integration of the credit default
swap
markets during the US subprime crisis : dynamic correlation analysis
Wang, Ping
;
Moore, Tomoe
- In:
Journal of international financial markets, …
22
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009540854
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