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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
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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
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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
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Interest rate swaps : an empirical investigation
Sun, Tong-sheng - In: Journal of financial economics 34 (1993) 1, pp. 77-99
Persistent link: https://www.econbiz.de/10001149418
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An empirical examination of basic valuation models for plain vanilla US interest rate swaps
Minton, Bernadette A. - In: Journal of financial economics 44 (1997) 2, pp. 251-277
Persistent link: https://www.econbiz.de/10001222156
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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
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Quadratic variance swap models
Filipović, Damir; Gourier, Elise; Mancini, Loriano - In: Journal of financial economics 119 (2016) 1, pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
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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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Factor dependence of Bermudan swaptions : factor or fiction?
Andersen, Leif B. G.; Andreasen, Jesper Fredborg - In: Journal of financial economics 62 (2001) 1, pp. 3-37
Persistent link: https://www.econbiz.de/10001608806
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Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: Journal of financial economics 62 (2001) 1, pp. 39-66
Persistent link: https://www.econbiz.de/10001608810