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~isPartOf:"Journal of financial services research"
~isPartOf:"Working papers / Business economic series / Department of Business Administration"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Mayordomo, Sergio"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Derivative
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Credit derivative
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Fabozzi, Frank J.
Jarrow, Robert A.
Mayordomo, Sergio
Bianchi, Michele Leonardo
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Gengos, Austin
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Peña Sánchez de Rivera, Juan Ignacio
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Journal of financial services research
Working papers / Business economic series / Department of Business Administration
The Frank J. Fabozzi series
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Journal of empirical finance
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Journal / The Capco Institute : journal of financial transformation
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Journal of financial intermediation
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The journal of fixed income
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Annual review of financial economics
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Credit risk models and management
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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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Are there arbitrage opportunities in credit derivatives markets? : a new test and an application to the case of CDS and ASPs
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
-
2009
Persistent link: https://www.econbiz.de/10003972605
Saved in:
2
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
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