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Demand-supply imbalances in the credit default swap market : empirical evidence
Lovreta, Lidija - In: The European journal of finance 22 (2016) 1/3, pp. 28-58
Persistent link: https://www.econbiz.de/10011419936
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Covered interest parity with default risk
Csávás, Csaba - In: The European journal of finance 22 (2016) 10/12, pp. 1130-1144
Persistent link: https://www.econbiz.de/10011715322
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Rating-based CDS curves
Kolokolova, Olga; Lin, Ming-Tsung; Poon, Ser-Huang - In: The European journal of finance 25 (2019) 7, pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
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European asset swap spreads and the credit crisis
Aussenegg, Wolfgang; Götz, Lukas; Jelic, Ranko - In: The European journal of finance 22 (2016) 7/9, pp. 572-600
Persistent link: https://www.econbiz.de/10011619062
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The effects of credit default swaps on corporate investment
Hong, Jieying; Wang, Na - In: The European journal of finance 27 (2021) 3, pp. 260-277
Persistent link: https://www.econbiz.de/10012424945
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Value-at-risk capital requirement regulation, risk taking and asset allocation : a mean–variance analysis
Kaplanski, Guy; Levy, Haim - In: The European journal of finance 21 (2015) 1/3, pp. 215-241
Persistent link: https://www.econbiz.de/10010519956
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A new multi-factor risk model to evaluate funding liquidity risk of banks
Fall, Malick; Viviani, Jean-Laurent - In: The European journal of finance 22 (2016) 10/12, pp. 985-1003
Persistent link: https://www.econbiz.de/10011715289
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Estimating loss-given default through advanced credibility theory
Bonini, Stefano; Caivano, Giuliana - In: The European journal of finance 22 (2016) 13/15, pp. 1351-1362
Persistent link: https://www.econbiz.de/10011715432
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Binary interest rate sensitivities of emerging market corporate bonds
Gubareva, Mariya; Borges, Maria Rosa - In: The European journal of finance 24 (2018) 17, pp. 1569-1586
Persistent link: https://www.econbiz.de/10012259084
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Modeling severity risk under PD-LGD correlation
Han, Chulwoo - In: The European journal of finance 23 (2017) 13/15, pp. 1572-1588
Persistent link: https://www.econbiz.de/10012014695