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The use (and abuse) of CDS spr...
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31
Pricing constant-maturity credit default swaps under jum dynamics
Jönsson, Henrik
;
Schoutens, Wim
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10003853300
Saved in:
32
The determinants of credit default swap premia
Ericsson, Jan
;
Jacobs, Kris
;
Oviedo, Rodolfo
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10003854347
Saved in:
33
Implied Ratings in der Finanzkrise : CDS-Spreads und ihr Potenzial für die regulatorische und angewandte Bankpraxis
Freter, André
;
Knoth, Hans
- In:
Risiko-Manager
(
2009
)
14
,
pp. 1,6-9
Persistent link: https://www.econbiz.de/10003854695
Saved in:
34
Price discovery of subordinated credit spreads for Japanese mega-banks : evidence from bond and credit default swap markets
Baba, Naohiko
;
Inada, Masakazu
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 616-632
Persistent link: https://www.econbiz.de/10003879510
Saved in:
35
Mortgage payment insurance and the future of the housing finance system
Guttentag, Jack M.
;
Roitburg, Igor
- In:
Prudent lending restored : securitization after the …
,
(pp. 237-249)
.
2009
Persistent link: https://www.econbiz.de/10003879690
Saved in:
36
Advances in the pricing of collateralized debt obligations
Brommundt, Bernd Michael
-
2009
Persistent link: https://www.econbiz.de/10003884149
Saved in:
37
Structured credit products and the 2007 financial crisis
Breinlinger, Luise
;
Fortin, Ines
- In:
Wirtschaftspolitische Blätter
56
(
2009
)
3
,
pp. 305-320
Persistent link: https://www.econbiz.de/10003884521
Saved in:
38
Central counterparties for over-the-counter derivatives
Cecchetti, Stephen G.
;
Gyntelberg, Jacob
;
Hollanders, Marc
- In:
BIS quarterly review : international banking and …
(
2009
),
pp. 45-58
Persistent link: https://www.econbiz.de/10003884971
Saved in:
39
Implied recovery
Das, Sanjiv R.
;
Hanouna, Paul
- In:
Journal of economic dynamics & control
33
(
2009
)
11
,
pp. 1837-1857
Persistent link: https://www.econbiz.de/10003888561
Saved in:
40
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
Saved in:
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