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Credit default swap valuation: an application to Spanish firms
Elizalde, Abel - 2003
Persistent link: https://www.econbiz.de/10001746811
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Informational efficiency of credit default swap and stock markets : the impact of credit rating announcements
Norden, Lars; Weber, Martin - 2004
Persistent link: https://www.econbiz.de/10002006040
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Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neis, Eric - 2004
Persistent link: https://www.econbiz.de/10002022642
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Are credit default swap spreads high in emerging markets? : An alternative methodology for proxing recovery value
Singh, Manmohan - 2003
Persistent link: https://www.econbiz.de/10001929059
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Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 12-21
Persistent link: https://www.econbiz.de/10001581190
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Credit events and the valuation of credit derivatives of basket type
Kijima, Masaaki; Muromachi, Yukio - In: Review of derivatives research 4 (2000) 1, pp. 55-79
Persistent link: https://www.econbiz.de/10001521987
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Valuing credit default swaps I : no counterparty default risk
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 8 (2000) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10001522317
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Nettingvereinbarungen und das österreichische Konkursrecht : am Beispiel von Swap-Rahmenverträgen
Koch, Bernhard - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 43 (1995) 7, pp. 495-500
Persistent link: https://www.econbiz.de/10001191367
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A model for corporate bonds and the pricing of interest rate swaps with credit risk
Sun, Tong-sheng - In: International journal of business 1 (1996) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001201543
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The valuation of credit default swap options
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 10 (2002) 3, pp. 40-50
Persistent link: https://www.econbiz.de/10001770070