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~isPartOf:"Journal of financial services research"
~isPartOf:"The European journal of finance"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Mayordomo, Sergio"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Risk measure"
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Derivative
Kreditsicherung
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Credit risk
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Börsenkurs
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credit quality
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Fabozzi, Frank J.
Jarrow, Robert A.
Mayordomo, Sergio
Chen, Son-nan
2
Hsu, Pao-Peng
2
Peña Sánchez de Rivera, Juan Ignacio
2
Wang, Xingchun
2
Alsakka, Rasha
1
Altunbaş, Yener
1
Ashraf, Dawood
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Journal of financial services research
The European journal of finance
The Frank J. Fabozzi series
4
Journal of empirical finance
3
The journal of asset management : a major new, international quarterly journal for the financial community
3
The journal of fixed income
3
Financial markets and instruments
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Journal / The Capco Institute : journal of financial transformation
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The handbook of fixed income securities
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Annual review of financial economics
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Applied financial economics
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Computational economics
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Credit risk models and management
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Discussion papers / CEPR
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Documentos de trabajo / Banco de España
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European financial management : the journal of the European Financial Management Association
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Interest rate, term structure, and valuation modeling
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Johnson School Research Paper Series
1
Journal of banking & finance
1
Journal of financial engineering
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Journal of financial intermediation
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Journal of financial services research : JFSR
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Journal of international financial markets, institutions & money
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Journal of risk management in financial institutions
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Quantitative finance
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Review of derivatives research
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The handbook of European structured financial products
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The handbook of municipal bonds
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The journal of corporate finance : contracting, governance and organization
1
Valuation, financial modeling, and quantitative tools
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Working paper // Research program / School of Business, Queen's University
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Working papers / Business economic series / Department of Business Administration
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Working papers / Department of Economics, Universidad Carlos III de Madrid
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Yale ICF Working Paper
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ECONIS (ZBW)
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Towards a common Eurozone risk free rate
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 1005-1022
Persistent link: https://www.econbiz.de/10011301938
Saved in:
2
The effect of liqudity on the price discovery process in credit derivatives markets in time of financial distress
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The European journal of finance
17
(
2011
)
9/10
,
pp. 851-881
Persistent link: https://www.econbiz.de/10009529136
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