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Credit risk
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Renne, Jean-Paul
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10
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Journal of banking & finance
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Finance research letters
34
Journal of financial economics
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International review of economics & finance : IREF
29
International review of financial analysis
26
NBER working paper series
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
2,104
RePEc
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EconStor
5
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1
Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?
Procasky, William J.
;
Yin, Anwen
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1466-1490
Persistent link: https://www.econbiz.de/10013287989
Saved in:
2
Essays on credit default swap and futures markets
Kuate Kamga, Christel Merlin
-
2015
Persistent link: https://www.econbiz.de/10011449764
Saved in:
3
Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide
;
Nneji, Ogonna
- In:
International review of financial analysis
34
(
2014
),
pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
Saved in:
4
Bond market response to the collapse of prominent investment banks
Li, Si
;
Madura, Jeff
;
Richie, Nivine
- In:
The financial review : the official publication of the …
48
(
2013
)
4
,
pp. 645-670
Persistent link: https://www.econbiz.de/10010197661
Saved in:
5
Pricing anomaly at the first sight : same borrower in different currencies faces different credit spreads : an explanation by means of a quanto option
Rathgeber, Andreas W.
;
Rudolph, David
;
Stöckl, Stefan
- In:
Review of derivatives research
18
(
2015
)
2
,
pp. 107-143
Persistent link: https://www.econbiz.de/10011477291
Saved in:
6
Price discovery in CDS and equity markets : default risk-based heterogeneity in the systematic investment grade and high yield sectors
Procasky, William J.
- In:
Journal of financial markets
54
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013273142
Saved in:
7
The composition of CMBS risk
Christopoulos, Andreas D.
- In:
Journal of banking & finance
76
(
2017
),
pp. 215-239
Persistent link: https://www.econbiz.de/10011814330
Saved in:
8
A decomposition of Korean sovereign bond yields : joint estimation using sovereign CDS and bond data
Kim, Jungmu
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 918-947
Persistent link: https://www.econbiz.de/10010476859
Saved in:
9
A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches
Cantia, Catalin
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 21-35
Persistent link: https://www.econbiz.de/10011691492
Saved in:
10
The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe
Zhang, Min
;
Kolkiewicz, Adam W.
;
Wirjanto, Tony S.
;
Li, …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-57
Persistent link: https://www.econbiz.de/10011403191
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