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Chen, Ren-Raw
Fabozzi, Frank J.
1,119
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94
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74
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58
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53
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51
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43
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ECONIS (ZBW)
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1
Credit derivatives primer
Fabozzi, Frank J.
;
Choudhry, Moorad
;
Anson, Mark J. P.
; …
- In:
The handbook of European structured financial products
,
(pp. 57-76)
.
2004
Persistent link: https://www.econbiz.de/10002010526
Saved in:
2
An empirical analysis of the CDX index and its tranches
Fabozzi, Frank J.
;
Wang, Yi-Chen
;
Yeh, Shih-kuo
;
Chen, …
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1425-1431
Persistent link: https://www.econbiz.de/10003894301
Saved in:
3
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
4
Tests of the performance of structural models in bankruptcy prediction
Fabozzi, Frank J.
;
Chen, Ren-Raw
;
Hu, Shing-yang
;
Pan, …
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
2
,
pp. 37-78
Persistent link: https://www.econbiz.de/10008647001
Saved in:
5
An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
Saved in:
6
Sources of credit risk : evidence from credit default swaps
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Pan, Ging-Ging
; …
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10003422016
Saved in:
7
Exploring the components of credit risk in credit default swaps
Fabozzi, Frank J.
;
Cheng, Xiaolin
;
Chen, Ren-Raw
- In:
Finance research letters
4
(
2007
)
1
,
pp. 10-18
Persistent link: https://www.econbiz.de/10003442040
Saved in:
8
Fixed income total return swaps
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Choudhry, Moorad
; …
-
2008
Persistent link: https://www.econbiz.de/10003763598
Saved in:
9
Credit risk modeling using structural models
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Chen, Ren-Raw
; …
-
2008
Persistent link: https://www.econbiz.de/10003765538
Saved in:
10
Credit risk modeling using reduced-form models
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Chen, Ren-Raw
; …
-
2008
Persistent link: https://www.econbiz.de/10003765556
Saved in:
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