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2,893
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2,376
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2,358
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2,342
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Ongena, Steven
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88
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80
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76
Duffie, Darrell
74
Altman, Edward I.
67
Rösch, Daniel
65
Broll, Udo
62
Jokivuolle, Esa
61
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60
Subrahmanyam, Marti G.
60
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59
Lien, Da-hsiang Donald
58
Caporale, Guglielmo Maria
57
Scheicher, Martin
57
Saunders, Anthony
55
Longstaff, Francis A.
54
McAleer, Michael
54
Pelizzon, Loriana
53
Peydró, José-Luis
53
Schuermann, Til
53
Agarwal, Sumit
51
Brigo, Damiano
51
Monfort, Alain
51
Mayordomo, Sergio
50
Härdle, Wolfgang
47
Hasan, Iftekhar
45
Scheule, Harald
45
Tang, Dragon Yongjun
45
Benth, Fred Espen
44
Chan-Lau, Jorge A.
44
Gambacorta, Leonardo
44
Krahnen, Jan Pieter
44
Aizenman, Joshua
43
Capponi, Agostino
43
Giesecke, Kay
42
Madan, Dilip B.
41
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32
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NBER working paper series
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301
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International journal of theoretical and applied finance
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IMF Staff Country Reports
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International review of financial analysis
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Journal of financial economics
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Discussion paper / Centre for Economic Policy Research
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European journal of operational research : EJOR
197
International review of economics & finance : IREF
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Journal of financial stability
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The journal of credit risk : published quarterly by Incisive Media
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of finance : the journal of the American Finance Association
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The journal of fixed income
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Discussion papers / CEPR
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The review of financial studies
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SpringerLink / Bücher
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IMF working papers
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Research in international business and finance
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Journal of international financial markets, institutions & money
150
The European journal of finance
150
Journal of financial and quantitative analysis : JFQA
149
Review of quantitative finance and accounting
149
The journal of structured finance
149
Energy economics
146
Working paper series / European Central Bank
144
Pacific-Basin finance journal
137
The accounting review : a publication of the American Accounting Association
137
Applied economics
136
Economic modelling
136
Applied economics letters
135
Economics letters
134
The North American journal of economics and finance : a journal of financial economics studies
132
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ECONIS (ZBW)
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RePEc
2,002
USB Cologne (EcoSocSci)
834
EconStor
793
USB Cologne (business full texts)
211
BASE
79
Other ZBW resources
70
OLC EcoSci
18
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Showing
1
-
10
of
49,259
Sort
relevance
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date (newest first)
date (oldest first)
1
The Information Content of Cross-Market Deviations in Option Prices and Credit Default
Swap
Spreads
Angelopoulos, Georgios
-
2020
Cross-market deviations in equity put option prices and credit default
swap
spreads are temporal and revert to their …
Persistent link: https://www.econbiz.de/10012857332
Saved in:
2
Credit derivatives and analyst behavior
Batta, George Eli
;
Qiu, Jiaping
;
Yu, Fan
- In:
The accounting review : a publication of the American …
91
(
2016
)
5
,
pp. 1315-1343
Persistent link: https://www.econbiz.de/10011562607
Saved in:
3
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:
4
Attenuated model of pricing credit default
swap
under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
5
Pricing credit default
swap
under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
Saved in:
6
The pricing of single name credit default
swap
based on jump-diffusion process and volatility with Markov regime shift
Liu, Xianghua
;
Xiao, Xueping
- In:
International journal of services technology and management
20
(
2014
)
1/2/3
,
pp. 71-84
Persistent link: https://www.econbiz.de/10010505392
Saved in:
7
From bid-ask credit default
swap
quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
8
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
Saved in:
9
Credit default swaps : a primer and some recent trends
Lando, David
- In:
Annual review of financial economics
12
(
2020
),
pp. 177-192
Persistent link: https://www.econbiz.de/10012404625
Saved in:
10
Essays on the market structure and pricing of credit derivatives
Junge, Benjamin
-
2016
Mots-clés de l'auteur: Credit Default
Swap
; Dodd-Frank Act ; Index Credit Default
Swap
; Liquidity Risk ; Over …-The-Counter Markets ;
Swap
Execution Facility ; Transaction Costs …
Persistent link: https://www.econbiz.de/10011903108
Saved in:
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