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Counterparty credit risk and derivatives pricing
Li, Gang; Zhang, Chu - In: Journal of financial economics 134 (2019) 3, pp. 647-668
Persistent link: https://www.econbiz.de/10012168658
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Entrusted loans : a close look at China's shadow banking system
Allen, Franklin; Qian, Yiming; Tu, Guoqian; Yu, Fang - In: Journal of financial economics 133 (2019) 1, pp. 18-41
Persistent link: https://www.econbiz.de/10012164068
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Counterparty credit risk and the credit default swap market
Arora, Navneet; Gandhi, Priyank; Longstaff, Francis A. - In: Journal of financial economics 103 (2012) 2, pp. 280-293
Persistent link: https://www.econbiz.de/10009501396
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Central clearing and collateral demand
Duffie, Darrell; Scheicher, Martin; Vuillemey, Guillaume - In: Journal of financial economics 116 (2015) 2, pp. 237-256
Persistent link: https://www.econbiz.de/10011348524
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Growth options, macroeconomic conditions, and the cross section of credit risk
Arnold, Marc; Wagner, Alexander F.; Westermann, Ramona - In: Journal of financial economics 107 (2013) 2, pp. 350-385
Persistent link: https://www.econbiz.de/10009719728
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The impact of central clearing on counterparty risk, liquidity, and trading : evidence from the credit default swap market
Loon, Yee Cheng; Zhong, Zhaodong - In: Journal of financial economics 112 (2014) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10010375943
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Endogenous liquidity in credit derivatives
Qui, Jiaping; Yu, Fan - In: Journal of financial economics 103 (2012) 3, pp. 611-631
Persistent link: https://www.econbiz.de/10009521126
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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
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The leverage effect and the basket-index put spread
Bai, Jennie; Goldstein, Robert S.; Yang, Fan - In: Journal of financial economics 131 (2019) 1, pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
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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