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Corporate yield spreads : default tisk or liquidity? : New evidence from the credit default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neiss, Eric - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2213-2254
Persistent link: https://www.econbiz.de/10003159306
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An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps
Blanco, Roberto; Brennan, Simon; Marsh, Ian - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2255-2282
Persistent link: https://www.econbiz.de/10003159335
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An economic analysis of interest rate swaps
Bicksler, James L. - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 645-655
Persistent link: https://www.econbiz.de/10001047822
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Stochastic volatilities and correlations of bond yields
Han, Bing - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
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Municipal debt and marginal tax rates : is there a tax premium in asset prices ?
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 66 (2011) 3, pp. 721-751
Persistent link: https://www.econbiz.de/10009160340
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Should derivatives be privileged in bankruptcy?
Bolton, Patrick; Oehmke, Martin - In: The journal of finance : the journal of the American … 70 (2015) 6, pp. 2353-2393
Persistent link: https://www.econbiz.de/10011411315
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On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre; Solnik, Bruno - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
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The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
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Swap rates and credit quality
Duffie, Darrell - In: The journal of finance : the journal of the American … 51 (1996) 3, pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
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The default risk of swaps
Cooper, Ian - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 597-620
Persistent link: https://www.econbiz.de/10001108680