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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The use (and abuse) of CDS spr...
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
65
The journal of structured finance
55
The journal of fixed income
41
International review of financial analysis
39
Finance research letters
35
Journal of financial stability
35
NBER working paper series
32
Journal of international financial markets, institutions & money
31
The journal of credit risk : published quarterly by Incisive Media
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International journal of theoretical and applied finance
30
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30
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The journal of futures markets
26
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The determinants of CDS bid-ask spreads
Lei Meng
;
Ap Gwilym, Owain
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10003771461
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2
The EU ban on uncovered sovereign credit default swaps : assessing impacts on liquidity, volatility, and price discovery
Silva, Paulo Pereira da
;
Vieira, Carlos
;
Vieira, Isabel …
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 74-98
Persistent link: https://www.econbiz.de/10011687320
Saved in:
3
Asymmetric dynamics between informed trading activity and credit default swaps
Hu, Wen-Cheng
;
Huang, Alex
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
Saved in:
4
Mispricing and arbitrage in CDS auctions
Gupta, Sudip
;
Sundaram, Rangarajan K.
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 79-91
Persistent link: https://www.econbiz.de/10011399779
Saved in:
5
Inventory effects, the winner's curse, and bid shading in credit default swap auciton outcomes
Gupta, Sudip
;
Sundaram, Rangarajan K.
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 36-52
Persistent link: https://www.econbiz.de/10011404523
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6
The valuation of credit default swap options
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
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7
Valuing credit default swaps I : no counterparty default risk
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001522317
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8
Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 12-21
Persistent link: https://www.econbiz.de/10001581190
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9
Valuation of CDO and an n-th default CDS without Monte Carlo simulation
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 8-23
Persistent link: https://www.econbiz.de/10002535939
Saved in:
10
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
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