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Die Weltvernichtungsmaschine : vom Kreditboom zur Wirtschaftskrise
Frank, Stefan - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003806612
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How did we get here? : the story of the credit crisis
Sabry, Faten; Okongwu, Chudozie - In: The journal of structured finance 15 (2009) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10003863879
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Healing the global financial crisis
Goldberg, Stephen R.; Giedeman, Daniel C. - In: The journal of corporate accounting & finance 20 (2008/09) 6, pp. 13-24
Persistent link: https://www.econbiz.de/10003889347
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CDS of ABS : structured credit and securitisation at the cutting edge
Vries Robbé, Jan Job de - In: Innovations in securitisation : yearbook (2006), pp. 153-178
Persistent link: https://www.econbiz.de/10003772757
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Equity default swaps and the securitisation of risk
Logie, Michael J.; Castagnino, John-Peer - In: Innovations in securitisation : yearbook (2006), pp. 47-70
Persistent link: https://www.econbiz.de/10003772825
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Credit default swaps : what are the social benefits and costs?
Anderson, Ronald W. - In: Financial stability review : FSR 14 (2010), pp. 1-14
Persistent link: https://www.econbiz.de/10008647172
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Debt collateralization, structured finance, and the CDS basis
Gong, Feixue; Phelan, Gregory - 2019 - This version: September 30, 2019
Persistent link: https://www.econbiz.de/10012116456
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The role of a changing market environment for credit default swap pricing
Leppin, Julian S.; Reitz, Stefan - 2014
This paper investigates the impact of a changing market environment on the pricing of CDS spreads written on debt from EURO STOXX 50 firms. A Panel Smooth Transition Regression reveals that parameter estimates of standard CDS fundamentals are time-varying depending on current values of a set of...
Persistent link: https://www.econbiz.de/10010384174
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The role of a changing market : environment for credit default swap pricing
Leppin, Julian S.; Reitz, Stefan - 2014 - This version: July 2014
This paper investigates the impact of a changing market environment on the pricing of CDS spreads written on debt from EURO STOXX 50 firms. A Panel Smooth Transition Regression reveals that parameter estimates of standard CDS fundamentals are time-varying depending on current values of a set of...
Persistent link: https://www.econbiz.de/10010384565
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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