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Huber, Martin
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Payne, James E.
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Tao, Ran
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Bouri, Elie
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Imbens, Guido
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Jacobs, Michael <Jr.>
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Saunders, Anthony
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Uddin, Mohammed Gazi Salah
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European Banking Authority
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International Finance and Banking Society (IFABS) Barcelona Conference <2016, Barcelona>
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Journal of banking & finance
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International Journal of Energy Economics and Policy : IJEEP
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Finance research letters
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Journal of financial stability
173
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119
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111
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110
The North American journal of economics and finance : a journal of financial economics studies
107
Research in international business and finance
106
The empirical economics letters : a monthly international journal of economics
102
European journal of operational research : EJOR
101
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93
The journal of risk model validation
93
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
91
Theoretical and applied economics : GAER review
89
Journal of international money and finance
88
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87
Review of quantitative finance and accounting
86
Cogent economics & finance
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81
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ECONIS (ZBW)
16,323
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1
The effect of the PSI in the relationship between sovereign and bank credit risk : evidence from the euro area
Papafilis, Michalis-Panayiotis
;
Psillaki, Maria
; …
- In:
Multinational finance journal
23
(
2019
)
3/4
,
pp. 211-272
Persistent link: https://www.econbiz.de/10012590840
Saved in:
2
Determinants of credit default swaps spreads in European and Asian markets
Hassan, M. Kabir
;
Ngow, Thiti S.
;
Yu, Jung-suk
;
Hassan, …
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 295-310
Persistent link: https://www.econbiz.de/10010259397
Saved in:
3
The transformation of banking : tying loan interest rates to borrowers' CDS spreads
Ivanov, Ivan T.
;
Santos, João A. C.
;
Vo, Thu
- In:
The journal of corporate finance : contracting, …
38
(
2016
),
pp. 150-165
Persistent link: https://www.econbiz.de/10011508861
Saved in:
4
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
5
Do credit rating agencies provide valuable information in market evaluation of sovereign default risk?
Binici, Mahir
;
Hutchison, Michael M.
- In:
Journal of international money and finance
85
(
2018
),
pp. 58-75
Persistent link: https://www.econbiz.de/10012000388
Saved in:
6
Resilience of United Kingdom financial institutions to major uncertainty : a network analysis related to the Credit Default Swaps market
Chabot, Miia
;
Bertrand, Jean-Louis
;
Thorez, Eric
- In:
Journal of business research : JBR
101
(
2019
),
pp. 70-82
Persistent link: https://www.econbiz.de/10012103214
Saved in:
7
Assessing sovereign default risk : a bottom-up approach
Liu, Feng
;
Kalotay, Egon
;
Trück, Stefan
- In:
Economic modelling
70
(
2018
),
pp. 525-542
Persistent link: https://www.econbiz.de/10012027982
Saved in:
8
Media sentiment and CDS spread spillovers : evidence from the GIIPS countries
Apergēs, Nikolaos
;
Lau, Chi Keung
;
Yarovaya, Larisa
- In:
International review of financial analysis
47
(
2016
),
pp. 50-59
Persistent link: https://www.econbiz.de/10011624044
Saved in:
9
Market reactions to the ECB's Comprehensive Assessment
Sahin, Cenkhan
;
Haan, Jakob de
- In:
Economics letters
140
(
2016
),
pp. 1-5
Persistent link: https://www.econbiz.de/10011615673
Saved in:
10
The role of a changing market environment for credit default swap pricing
Leppin, Julian Sebastian
;
Reitz, Stefan
- In:
International journal of finance & economics : IJFE
21
(
2016
)
3
,
pp. 209-223
Persistent link: https://www.econbiz.de/10011560274
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