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Swap
24
Credit risk
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9
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24
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Rendleman, Richard J.
2
Ap Gwilym, Owain
1
Asgharian, Hossein
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Dor, Arik Ben
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Lei Meng
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The journal of fixed income
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
284
Euromoney
252
Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
227
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
205
Discussion paper
133
Finanzierung & Entwicklung : Vierteljahresheft des Internationalen Währungsfonds und der Weltbank in Zusammenarbeit mit dem HWWA-Institut für Wirtschaftsforschung, Hamburg
108
Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe
93
Intereconomics : review of European economic policy
92
The American economic review
80
Die Bank
72
Working paper / National Bureau of Economic Research, Inc.
67
The journal of finance : the journal of the American Finance Association
59
Research paper
58
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
54
Seminar paper / Institute for International Economic Studies, University of Stockholm
54
International journal of theoretical and applied finance
43
Zeitschrift für das gesamte Kreditwesen / Sonderausgabe
35
Proceedings of the Business and Economic Statistics Section / American Statistical Association : papers presented at the annual meeting of the American Statistical Association, ... under the sponsorship of the Business and Economic Statistics Section
33
Working paper
32
Bancaria : mensile dell'Associazione Bancaria Italiana
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
NBER working paper series
25
Rivista di politica economica
25
Applied mathematical finance
23
The bankers' magazine : and journal of the money market and railway digest
22
The journal of financial crises
22
Working paper series
22
Österreichisches Bank-Archiv : ÖBA; Zeitschrift für das gesamte Bank- u. Sparkassen-, Börsen- u. Kreditwesen
22
Bank-Betrieb : Zeitschrift für Bankpolitik u. Bankpraxis
21
International review of financial analysis
21
The Columbia journal of world business : publ. quarterly by the Columbia University Graduate School of Business
21
The journal of futures markets
21
Brookings discussion papers in international economics
20
Europäische Hochschulschriften / 5
20
Quarterly review / Banca Nazionale del Lavoro, Roma
20
Der Bankkaufmann : BK ; Fachmagazin für Bankpraxis und Bankmanagement
19
Journal of money, credit and banking : JMCB
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
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ECONIS (ZBW)
24
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1
Forecasting swap spreads : a Bayesian approach
Klein, Daniel
;
Nikitina, Elena
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
Saved in:
2
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
3
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
4
A robust decision support approach to portfolio risk reduction based on credit default swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
5
Interpolating the term structure from par yield and swap curves
Rendleman, Richard J.
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 80-89
Persistent link: https://www.econbiz.de/10002030036
Saved in:
6
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
Saved in:
7
Recovery assumptions in the valuation of credit derivatives
Delianedis, Gordon
;
Lagnado, Ronald
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 20-30
Persistent link: https://www.econbiz.de/10001701705
Saved in:
8
Predicting the ten-year LIBOR swap spread : the role and limitations of rich/cheap analysis
Prendergast, Joseph R.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 86-99
Persistent link: https://www.econbiz.de/10001549803
Saved in:
9
An empirical study of credit default swaps
Skinner, Frank S.
;
Díaz Pérez, Antonio
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 28-38
Persistent link: https://www.econbiz.de/10001782459
Saved in:
10
A general model for hedging swaps with eurodollar futures
Rendleman, Richard J.
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10002155540
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