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~type_genre:"Aufsatz in Zeitschrift"
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Liquidity and central clearing...
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Credit risk
9,098
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2,702
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Rösch, Daniel
37
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29
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27
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25
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23
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23
Capponi, Agostino
22
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22
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21
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20
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20
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20
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19
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18
Subrahmanyam, Marti G.
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Hasan, Iftekhar
17
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17
Mayordomo, Sergio
17
Norden, Lars
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16
Duffie, Darrell
16
Ghosh, Saibal
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Lucas, André
16
Acharya, Viral V.
15
Andreeva, Galina
15
Ap Gwilym, Owain
15
Das, Sanjiv R.
15
Goodman, Laurie Sharon
15
Shahzad, Syed Jawad Hussain
15
Thomas, Lyn C.
15
Zhang, Gaiyan
15
Ryu, Doojin
14
Tang, Dragon Yongjun
14
Van Vuuren, Gary
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Wang, Junbo
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Chen, Ren-Raw
13
Faff, Robert W.
13
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Carnegie-Rochester-NYU Conference on Public Policy <2012,11, Pittsburgh, Pa.>
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Carnegie-Rochester-NYU Conference on Public Policy <2019, Pittsburgh, Pa.>
1
Conference on Pricing the Risks of Deposit Insurance <2002, Washington, DC>
1
European Banking Authority
1
Europäische Zentralbank
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Federal Deposit Insurance Corporation <Washington, DC>
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Federal Reserve Bank of Atlanta
1
Financial Markets Conference, Credit Derivatives: Where's the Risk? <2007, Atlanta, Ga.>
1
Frankreich / Commission de Contrôle des Assurances
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International Finance and Banking Society
1
International Finance and Banking Society (IFABS) Barcelona Conference <2016, Barcelona>
1
Nihon Ginkō
1
Oesterreichische Nationalbank
1
Risk Management Conference <2008, Singapur>
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Journal of banking & finance
549
Finance research letters
252
International review of financial analysis
196
Journal of financial stability
183
The journal of credit risk : published quarterly by Incisive Media
175
Journal of financial economics
161
The journal of fixed income
141
International review of economics & finance : IREF
133
Journal of international financial markets, institutions & money
123
Journal of risk management in financial institutions
121
The journal of structured finance
119
International journal of theoretical and applied finance
117
Economic modelling
107
The journal of futures markets
107
Research in international business and finance
103
European journal of operational research : EJOR
97
Applied economics letters
96
The journal of risk model validation
96
The North American journal of economics and finance : a journal of financial economics studies
95
Applied economics
94
Management science : journal of the Institute for Operations Research and the Management Sciences
94
Journal of international money and finance
92
Pacific-Basin finance journal
91
The review of financial studies
91
Risks : open access journal
90
The European journal of finance
90
The journal of finance : the journal of the American Finance Association
89
Review of quantitative finance and accounting
87
Journal of financial and quantitative analysis : JFQA
85
Journal of risk and financial management : JRFM
85
The journal of corporate finance : contracting, governance and organization
85
Journal of empirical finance
81
Journal of financial intermediation
80
Journal of economic dynamics & control
78
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
76
Journal of financial services research : JFSR
75
The journal of real estate finance and economics
71
Review of finance : journal of the European Finance Association
68
Journal of financial markets
66
Economics letters
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ECONIS (ZBW)
12,166
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1
Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports
Loon, Yee Cheng
;
Zhong, Zhaodong
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 645-672
Persistent link: https://www.econbiz.de/10011590041
Saved in:
2
Dealer liquidity provision and the breakdown of the law of one price : evidence from the CDS-bond basis
Choi, Jaewon
;
Shachar, Or
;
Shin, Sean Seunghun
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4100-4122
Persistent link: https://www.econbiz.de/10012118544
Saved in:
3
Exodus from sovereign risk : global asset and information networks in the pricing of corporate credit risk
Lee, Jongsub
;
Naranjo, Andy
;
Sirmans, Stace
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1813-1856
Persistent link: https://www.econbiz.de/10011588969
Saved in:
4
Dynamic linkages in credit risk : modeling the time-varying correlation between the money and derivatives markets over the crisis period
Wu, Weiou
;
McMillan, David G.
- In:
Journal of risk
16
(
2013
)
2
,
pp. 51-59
Persistent link: https://www.econbiz.de/10010237929
Saved in:
5
Liquidity commonality in the secondary corporate loan market
Anthony, John
;
Docherty, Paul
;
Lee, Doowon
;
Shamsuddin, Abul
- In:
Economics letters
161
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011903828
Saved in:
6
Do central counterparties reduce counterparty and liquidity risk? : empirical results
León, Carlos
;
Marino, Ricardo
;
Cadena, Carlos
- In:
Algorithmic finance
9
(
2021
)
1/2
,
pp. 24-34
Persistent link: https://www.econbiz.de/10013167477
Saved in:
7
An equilibrium pricing for OTC derivatives with non-cash collateralisation
Takino, Kazuhiro
- In:
International journal of financial markets and derivatives
6
(
2018
)
4
,
pp. 335-364
Persistent link: https://www.econbiz.de/10011996895
Saved in:
8
CDS spreads in the aftermath of central clearing
Kaya, Orcun
- In:
International journal of financial markets and derivatives
6
(
2017
)
2
,
pp. 75-101
Persistent link: https://www.econbiz.de/10011862374
Saved in:
9
Understanding transactions prices in the credit default swaps market
Tang, Dragon Yongjun
;
Yan, Hong
- In:
Journal of financial markets
32
(
2017
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011814976
Saved in:
10
An equilibrium model for an OTC derivative market under a counterparty risk constraint
Takino, Kazuhiro
- In:
Journal of financial management, markets and institutions
6
(
2018
)
2
,
pp. 1850007-26
Persistent link: https://www.econbiz.de/10011960229
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