Narrow search
Showing 1 - 10 of 68
Cover Image
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali; Ben-Abdallah, Ramzi; Breton, Michèle; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
Cover Image
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho; Choi, So Eun; Jang, Hyun Jin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Cover Image
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung; Kutan, Ali Mustafa; Ryu, Doojin - In: The North American journal of economics and finance : a … 47 (2019), pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Cover Image
Government debt spillovers in a monetary union
Landon, Stuart; Smith, Constance E. - In: The North American journal of economics and finance : a … 18 (2007) 2, pp. 135-154
Persistent link: https://www.econbiz.de/10003608950
Cover Image
The role of banking regulation in an economy under credit risk and liquidity shock
Silva, Marcos Soares da; Divino, José Angelo - In: The North American journal of economics and finance : a … 26 (2013), pp. 266-281
Persistent link: https://www.econbiz.de/10010365767
Cover Image
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - In: The North American journal of economics and finance : a … 26 (2013), pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Cover Image
Does the bank risk concentration freeze the interbank system?
Lucchetta, Marcella - In: The North American journal of economics and finance : a … 33 (2015), pp. 149-166
Persistent link: https://www.econbiz.de/10011534904
Cover Image
Banks' pooling of corporate debt : an application of the restated diversification theorem
Lundtofte, Frederik - In: The North American journal of economics and finance : a … 31 (2015), pp. 249-263
Persistent link: https://www.econbiz.de/10011514232
Cover Image
Securitization and credit risk : empirical evidence from an emerging economy
Mendonça, Helder Ferreira de; Barcelos, Vívian Íris - In: The North American journal of economics and finance : a … 32 (2015), pp. 12-28
Persistent link: https://www.econbiz.de/10011514355
Cover Image
The optimal allocation of alternative collateral assets between different loans
Niinimäki, Juha-Pekka - In: The North American journal of economics and finance : a … 34 (2015), pp. 22-41
Persistent link: https://www.econbiz.de/10011539665