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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of fixed income"
~subject:"Swap"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
International journal of theoretical and applied finance
43
Journal of banking & finance
26
NBER working paper series
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER Working Paper
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The journal of computational finance
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Journal of international financial markets, institutions & money
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Review of derivatives research
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Finance research letters
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European journal of operational research : EJOR
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The European journal of finance
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Economics letters
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ECONIS (ZBW)
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1
Is jump risk in iTraxx sector indices diversifiable?
Bhar, Ramaprasad
;
Wang, Peipei
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 42-56
Persistent link: https://www.econbiz.de/10003729810
Saved in:
2
Credit default
swap
market determinants
Greatrex, Caitlin Ann
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 18-32
Persistent link: https://www.econbiz.de/10003808955
Saved in:
3
Credit default
swap
auctions and price discovery
Helwege, Jean
;
Maurer, Samuel
;
Sarkar, Asani
;
Wang, Yuan
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 34-42
Persistent link: https://www.econbiz.de/10003893439
Saved in:
4
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
5
Instantaneous credit risk correlation
Byström, Hans N. E.
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 5-12
Persistent link: https://www.econbiz.de/10003628152
Saved in:
6
Interest rate
swap
credit valuation adjustment
Černý, Jakub
;
Witzany, Jiří
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 24-35
Persistent link: https://www.econbiz.de/10011404521
Saved in:
7
Pricing multiname default swaps with counterparty risk
Mashal, Roy
;
Naldi, Marco
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 5-16
Persistent link: https://www.econbiz.de/10002836045
Saved in:
8
Credit Default Swaps : theory and empirical evidence
Lei Meng
;
Ap Gwilym, Owain
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 17-28
Persistent link: https://www.econbiz.de/10002836079
Saved in:
9
Credit default swaptions
Tucker, Alan L.
;
Wei, Jason
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 88-95
Persistent link: https://www.econbiz.de/10003018930
Saved in:
10
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
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