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Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias; Morkoetter, Stefan; Westerfeld, Simone - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
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Credit default swap spreads, fair-value spreads and interest rate dynamics
Yeh, Andy Jia-yuh - In: The journal of credit risk : published quarterly by … 8 (2012) 4, pp. 53-129
Persistent link: https://www.econbiz.de/10009700464
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Sovereign probabilities of default in the euro area
Jobst, Rainer - In: The journal of credit risk : published quarterly by … 18 (2022) 4, pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
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Pricing default risk in stochastic time
Harju, Antti J. - In: The journal of credit risk : published quarterly by … 19 (2023) 3, pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
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Are lenders using risk-based pricing in the Italian consumer loan market? : he effect of the 2008 crisis
Magri, Silvia - In: The journal of credit risk : published quarterly by … 15 (2019) 1, pp. 27-65
Persistent link: https://www.econbiz.de/10012100570
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Time series models for credit default swap premiums
Eifert, Márton - In: The journal of credit risk : published quarterly by … 11 (2015) 3, pp. 21-44
Persistent link: https://www.econbiz.de/10011380101
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Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian; Schön, Thomas - In: The journal of credit risk : published quarterly by … 12 (2016) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
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Creditwatches and their impact on financial markets
Kiesel, Florian - In: The journal of credit risk : published quarterly by … 13 (2017) 1, pp. 47-71
Persistent link: https://www.econbiz.de/10011670750
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Analytical pricing of basket default swaps in a dynamic Hull-White framework
Vrins, Frédéric D. - In: The journal of credit risk : published quarterly by … 6 (2010/11) 4, pp. 85-111
Persistent link: https://www.econbiz.de/10008807729
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Pricing kth-to-default swaps in a Lévy-time framework
Mai, Jan-Frederik; Scherer, Matthias - In: The journal of credit risk : published quarterly by … 5 (2009/10) 3, pp. 55-70
Persistent link: https://www.econbiz.de/10003903240