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Default risk of advanced economies : an empirical analysis of credit default swaps during the financial crisis
Dieckmann, Stephan; Plank, Thomas - In: Review of finance : journal of the European Finance … 16 (2012) 4, pp. 903-934
Persistent link: https://www.econbiz.de/10009681995
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Do credit default swaps mitigate the impact of credit rating downgrades?
Chava, Sudheer; Ganduri, Rohan; Ornthanalai, Chayawat - In: Review of finance : journal of the European Finance … 23 (2019) 3, pp. 471-511
Persistent link: https://www.econbiz.de/10012035109
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Credit default swaps and bank regulatory capital
Shan, Chenyu; Tang, Dragon Yongjun; Yan, Hong; Zhou, Xing - In: Review of finance : journal of the European Finance … 25 (2021) 1, pp. 121-152
Persistent link: https://www.econbiz.de/10012434688
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Implied price risk and momentum strategy
Chuang, Hongwei; Ho, Hwai-chung - In: Review of finance : journal of the European Finance … 18 (2014) 2, pp. 591-622
Persistent link: https://www.econbiz.de/10010405012
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Characterizing the asymmetric dependence premium
Alcock, Jamie; Hatherley, Anthony - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1701-1737
Persistent link: https://www.econbiz.de/10011804348
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Design and estimation of multi-currency quadratic models
Leippold, Markus; Wu, Liuren - In: Review of finance : journal of the European Finance … 11 (2007) 2, pp. 167-207
Persistent link: https://www.econbiz.de/10003714174
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Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.; Li, Haitao; Ye, Xiaoxia; Hu, May - In: Review of finance : journal of the European Finance … 23 (2019) 1, pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
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Bond variance risk premiums
Choi, Hoyong; Mueller, Philippe; Vedolin, Andrea - In: Review of finance : journal of the European Finance … 21 (2017) 3, pp. 987-1022
Persistent link: https://www.econbiz.de/10011803777
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Bankruptcy, counterparty risk, and contagion
Kraft, Holger; Steffensen, Mogens - In: Review of finance : journal of the European Finance … 11 (2007) 2, pp. 209-252
Persistent link: https://www.econbiz.de/10003714179
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Decomposing euro-area sovereign spreads : credit and liquidity risks
Monfort, Alain; Renne, Jean-Paul - In: Review of finance : journal of the European Finance … 18 (2014) 6, pp. 2103-2151
Persistent link: https://www.econbiz.de/10011287708