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Credit risk exposure with currency swaps
Coppes, Robert Christopher - In: European financial management : the journal of the … 3 (1997) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10001216131
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Risk-adjusted covered interest parity : theory and evidence
Wong, Alfred Y.; Leung, David; Ng, Calvin - 2016
Persistent link: https://www.econbiz.de/10012200964
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Credit Risk Transfer, Real Sector Productivity, and Financial Deepening
Behr, Patrick; Lee, Samuel - 2005
We derive the effects of credit risk transfer (CRT) markets on real sector productivity and on the volume of financial intermediation in a model where banks choose their optimal degree of CRT and monitoring. We find that CRT increases productivity in the up-market real sector but decreases it in...
Persistent link: https://www.econbiz.de/10010263314
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Credit securitization and credit derivatives : financial instruments and the credit risk management of middle market commercial loan portfolios
Henke, Sabine; Burghof, Hans-Peter; Rudolph, Bernd - 1998
Persistent link: https://www.econbiz.de/10000673513
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Swap credit risk : an empirical investigation on transaction data
Cossin, Didier; Pirotte, Hugues - 1996
Persistent link: https://www.econbiz.de/10000954649
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Single name credit default swap valuation : a review
Claes, Anouk G. P.; De Ceuster, Marc J. - In: Credit risk : models, derivatives, and management, (pp. 3-19). 2008
Persistent link: https://www.econbiz.de/10003718298
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Credit default swaps and an application to the art market : a proposal
Campbell, Rachel; Wiehenkamp, Christian - In: Credit risk : models, derivatives, and management, (pp. 53-66). 2008
Persistent link: https://www.econbiz.de/10003718316
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Credit default swaps valuation
Chen, Ren-Raw; Fabozzi, Frank J.; O'Kane, Dominic - 2008
Persistent link: https://www.econbiz.de/10003765787
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Essays in term structure and credit spread models
Fan, Rong - 2002
Persistent link: https://www.econbiz.de/10003776097
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Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan; Kou, Steven - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 343-378
Persistent link: https://www.econbiz.de/10003882482