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The Effect of Executive Compensation on Credit Default Swap Spread.
- Published in:
- Gadjah Mada International Journal of Business, 2019, v. 21, n. 1, p. 19, doi. 10.22146/gamaijb.32246
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- Publication type:
- Article
Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks Affects the CDS Term Structure*.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 30, doi. 10.1093/jjfinec/nbac027
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- Publication type:
- Article
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads.
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- Journal of Financial Econometrics, 2023, v. 21, n. 5, p. 1728, doi. 10.1093/jjfinec/nbac021
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- Article
Estimating Loss Given Default from CDS under Weak Identification.
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- Journal of Financial Econometrics, 2022, v. 20, n. 2, p. 310, doi. 10.1093/jjfinec/nbaa012
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- Publication type:
- Article
Volatility Jumps and Their Economic Determinants.
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- Journal of Financial Econometrics, 2015, v. 14, n. 1, p. 29, doi. 10.1093/jjfinec/nbu028
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- Publication type:
- Article
Forecasting CDS Term Structure Based on Nelson–Siegel Model and Machine Learning.
- Published in:
- Complexity, 2020, p. 1, doi. 10.1155/2020/2518283
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- Publication type:
- Article
Financial Networks 2019.
- Published in:
- Complexity, 2019, p. 1, doi. 10.1155/2019/8257404
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- Publication type:
- Article
Investigating the Performance of Non-Gaussian Stochastic Intensity Models in the Calibration of Credit Default Swap Spreads.
- Published in:
- Computational Economics, 2015, v. 46, n. 2, p. 243, doi. 10.1007/s10614-014-9457-4
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- Article
ROLA INSTRUMENTÓW POCHODNYCH W KRYZYSIE FINANSOWYM 2008/2009.
- Published in:
- Ekonomia XXI Wieku, 2014, v. 2, n. 2, p. 34, doi. 10.15611/e21.2014.2.02
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- Publication type:
- Article
Seasons of Self-Delusion: Opium, Capitalism and the Financial Markets.
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- 2013
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- Publication type:
- Essay
CLEARINGHOUSES AND REGULATION BY PROXY.
- Published in:
- Georgia Journal of International & Comparative Law, 2015, v. 43, n. 1, p. 161
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- Article
CLEARINGHOUSES AND REGULATION BY PROXY.
- Published in:
- Georgia Journal of International & Comparative Law, 2014, v. 43, n. 1, p. 161
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- Publication type:
- Article
The ECB's 2019 Liquidity Stress Test: An Event Study Evaluating the Impact on Owners and Creditors.
- Published in:
- Credit & Capital Markets / Kredit und Kapital, 2021, v. 54, n. 2, p. 223, doi. 10.3790/ccm.54.2.223
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- Publication type:
- Article
Basket Credit Default Swap Pricing with Two Defaultable Counterparties.
- Published in:
- Discrete Dynamics in Nature & Society, 2022, p. 1, doi. 10.1155/2022/3844001
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- Publication type:
- Article
A robust examination of COVID‐19 and country risk: Perspectives from the G10 countries.
- Published in:
- International Social Science Journal, 2023, v. 73, n. 248, p. 657, doi. 10.1111/issj.12407
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- Publication type:
- Article
CDS SPREADS DETERMINANTS OF CONTRACTS INCLUDED IN MARKIT ITRAXX EUROPE SENIOR FINANCIALS INDEX.
- Published in:
- Acta Academica Karviniensia, 2015, n. 1, p. 82, doi. 10.25142/aak.2015.007
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- Publication type:
- Article
Ambivalent Change in CDS Spreads in 11 Euro Area Countries.
- Published in:
- Public Finance Quarterly (0031-496X), 2022, v. 67, n. 1, p. 100, doi. 10.35551/PFQ_2022_1_6
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- Publication type:
- Article
Does the Federal Open Market Committee cycle affect credit risk?
- Published in:
- Financial Management (Wiley-Blackwell), 2022, v. 51, n. 1, p. 143, doi. 10.1111/fima.12364
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- Publication type:
- Article
The CDS‐bond basis.
- Published in:
- Financial Management (Wiley-Blackwell), 2019, v. 48, n. 2, p. 417, doi. 10.1111/fima.12252
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- Publication type:
- Article
Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?
- Published in:
- Financial Management (Wiley-Blackwell), 2019, v. 48, n. 1, p. 229, doi. 10.1111/fima.12223
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- Publication type:
- Article
News-Specific Price Discovery in Credit Default Swap Markets.
- Published in:
- Financial Management (Wiley-Blackwell), 2016, v. 45, n. 2, p. 315, doi. 10.1111/fima.12095
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- Publication type:
- Article
How Does the Use of Credit Default Swaps Affect Firm Risk and Value? Evidence from US Life and Property/Casualty Insurance Companies.
- Published in:
- Financial Management (Wiley-Blackwell), 2012, v. 41, n. 4, p. 979, doi. 10.1111/j.1755-053X.2012.01203.x
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- Publication type:
- Article
EUROPEAN FINANCIAL MARKETS CONNECTEDNESS AND MONETARY POLICY COMMUNICATION STRATEGY: SPILLOVER EFFECTS FOR CENTRAL AND EASTERN EUROPE.
- Published in:
- Journal of Public Administration, Finance & Law, 2024, n. 31, p. 82, doi. 10.47743/jopafl-2024-31-6
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- Publication type:
- Article
DO PRIVATE SECTOR SHORT-TERM EXTERNAL DEBT HAVE IMPACT ON CREDIT DEFAULT SWAP PREMIUMS IN TURKEY? AN ANALYSIS WITH ASYMMETRIC THRESHOLD COINTEGRATION APPROACH.
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- Journal of Academic Inquiries / Akademik Incelemeler Dergisi, 2020, v. 15, n. 1, p. 113, doi. 10.17550/akademikincelemeler.632078
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- Publication type:
- Article
Asymptotics for credit portfolio losses due to defaults in a multi-sector model.
- Published in:
- Annals of Operations Research, 2024, v. 337, n. 1, p. 23, doi. 10.1007/s10479-024-05934-5
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- Publication type:
- Article
Proxying credit curves via Wasserstein distances.
- Published in:
- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 1351, doi. 10.1007/s10479-022-04552-3
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- Publication type:
- Article
Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 441, doi. 10.1007/s10479-018-2788-0
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- Publication type:
- Article
Portfolio diversification in the sovereign credit swap markets.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 5, doi. 10.1007/s10479-017-2565-5
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- Publication type:
- Article
Are financial ratios relevant for trading credit risk? Evidence from the CDS market.
- Published in:
- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 395, doi. 10.1007/s10479-016-2373-3
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- Publication type:
- Article
Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk.
- Published in:
- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 71, doi. 10.1007/s10479-017-2438-y
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- Publication type:
- Article
Credit default swaps and systemic risk.
- Published in:
- Annals of Operations Research, 2016, v. 247, n. 2, p. 523, doi. 10.1007/s10479-015-1857-x
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- Publication type:
- Article
The Effects of Credit Default Swaps on Analyst Forecasting Properties.
- Published in:
- Journal of Accounting & Finance (2158-3625), 2023, v. 23, n. 5, p. 25, doi. 10.33423/jaf.v23i5.6559
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- Publication type:
- Article
VOLATILITY SPILLOVER EFFECTS FROM GLOBAL AND NATIONAL VARIABLES TO SOVEREIGN CDS SPREADS: EVIDENCE FROM TURKEY.
- Published in:
- Visionary E-Journal / Vizyoner Dergisi, 2020, v. 11, n. 26, p. 45, doi. 10.21076/vizyoner.654420
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- Publication type:
- Article
Bond and CDS Pricing with Credit Events.
- Published in:
- Journal of Informatics & Mathematical Sciences, 2018, v. 10, n. 3, p. 383, doi. 10.26713/jims.v10i3.907
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- Publication type:
- Article
AIG Crisis: Impact on Insurance Business with Special Reference to China, Japan and India.
- Published in:
- IUP Journal of Risk & Insurance, 2011, v. 8, n. 3, p. 57
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- Publication type:
- Article
Parent-Only Balance Sheet Information and Credit Risk Assessments.
- Published in:
- Accounting Horizons, 2024, v. 38, n. 3, p. 135, doi. 10.2308/HORIZONS-2021-102
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- Publication type:
- Article
The Perception of Risk Disclosure Characteristics on the Credit Default Swap Market—An Automated Analysis.
- Published in:
- Accounting Horizons, 2022, v. 36, n. 4, p. 157, doi. 10.2308/HORIZONS-19-058
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- Publication type:
- Article
Internal Control Quality and Credit Default Swap Spreads.
- Published in:
- Accounting Horizons, 2015, v. 29, n. 3, p. 603, doi. 10.2308/acch-51100
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- Publication type:
- Article
Credible Losers: A Regulatory Design for Prudential Market Discipline.
- Published in:
- American Business Law Journal, 2017, v. 54, n. 1, p. 107, doi. 10.1111/ablj.12096
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- Publication type:
- Article
Credit Default Swaps: Risk Management.
- Published in:
- SCMS Journal of Indian Management, 2012, v. 9, n. 2, p. 102
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- Publication type:
- Article
ANZ VOLUME 63 ISSUE 2 COVER AND BACK MATTER.
- Published in:
- ANZIAM Journal, 2021, v. 63, n. 2, p. b1, doi. 10.1017/S144618112100016X
- Publication type:
- Article
INDEX.
- Published in:
- ANZIAM Journal, 2021, v. 63, n. 4, p. 493, doi. 10.1017/S1446181121000213
- Publication type:
- Article
EDITORIAL: SPECIAL ISSUE ON FINANCIAL MATHEMATICS AND QUANTITATIVE FINANCE.
- Published in:
- 2021
- By:
- Publication type:
- Editorial
AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING.
- Published in:
- ANZIAM Journal, 2021, v. 63, n. 2, p. 143, doi. 10.1017/S1446181121000274
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- Publication type:
- Article
Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis.
- Published in:
- European Financial Management, 2021, v. 27, n. 1, p. 120, doi. 10.1111/eufm.12278
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- Publication type:
- Article
Investment and asset securitization with an option‐for‐guarantee swap.
- Published in:
- European Financial Management, 2020, v. 26, n. 4, p. 1006, doi. 10.1111/eufm.12250
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- Publication type:
- Article
News sentiment and sovereign credit risk.
- Published in:
- European Financial Management, 2020, v. 26, n. 2, p. 261, doi. 10.1111/eufm.12219
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- Publication type:
- Article
Market‐based estimates of implicit government guarantees in European financial institutions.
- Published in:
- European Financial Management, 2018, v. 24, n. 1, p. 79, doi. 10.1111/eufm.12124
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- Publication type:
- Article
Change Analysis for the Dependence Structure and Dynamic Pricing of Basket Default Swaps.
- Published in:
- European Financial Management, 2015, v. 21, n. 4, p. 646, doi. 10.1111/eufm.12036
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- Publication type:
- Article
The Empirical Determinants of Credit Default Swap Spreads: a Quantile Regression Approach.
- Published in:
- European Financial Management, 2015, v. 21, n. 3, p. 556, doi. 10.1111/j.1468-036X.2013.12029.x
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- Publication type:
- Article