A critical review of neoclassical modeling techniques in structured finance.
- Published in:
- Journal of Post Keynesian Economics, 2013, v. 35, n. 3, p. 319, doi. 10.2753/PKE0160-3477350301
- By:
- Publication type:
- Article
Works matching DE "CREDIT default swaps"
Results: 700
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The Impact of Financial Drivers on Credit Default Swap (CDS) in Turkey: The Cointegration with Structural Breaks and FMOLS Approach.
- Published in:
- Istanbul Business Research, 2022, v. 51, n. 1, p. 25, doi. 10.26650/ibr.2022.51.895637
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- Article
3
A Study on the Relationship between CDS Premiums and Stock Market Indices: A Case of the Fragile Five Countries.
- Published in:
- Istanbul Business Research, 2021, v. 50, n. 2, p. 275, doi. 10.26650/ibr.2021.50.808240
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- Publication type:
- Article
4
The Role of CDS Market in the Price Discovery Process of the "PIIGS" Countries Sovereign Credit Risk During the Recent Decade of Monetary Easing.
- Published in:
- Journal of Finance & Investment Analysis, 2022, v. 11, n. 1, p. 1, doi. 10.47260/jfia/1111
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- Publication type:
- Article
5
DOLARİZASYONUN EKONOMİK DİNAMİKLERE ETKİSİ: TÜRKİYE ÖRNEĞİ.
- Published in:
- Bulletin of Accounting & Finance Reviews / Muhasebe ve Finans İncelemeleri Dergisi, 2024, v. 7, n. 2, p. 190, doi. 10.32951/mufider.1541057
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- Article
6
BANKALARIN HİSSE SENEDİ FİYATINI ETKİLEYEN UNSURLARIN PANEL VERİ MODELLERİ İLE ANALİZİ.
- Published in:
- Bulletin of Accounting & Finance Reviews / Muhasebe ve Finans İncelemeleri Dergisi, 2024, v. 7, n. 1, p. 70, doi. 10.32951/mufider.1448744
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- Publication type:
- Article
7
Credit Default Sharing Instead of Credit Default Swaps: Toward a More Sustainable Financial System.
- Published in:
- Journal of Economic Issues, 2014, v. 48, n. 1, p. 1, doi. 10.2753/JEI0021-3624480101
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- Article
8
Treating Uncertainty as Risk: The Credit Default Swap and the Paradox of Derivatives.
- Published in:
- Journal of Economic Issues, 2012, v. 46, n. 2, p. 303, doi. 10.2753/JEI0021-3624460205
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- Publication type:
- Article
9
Special Issue "Celebrated Econometricians: Peter Phillips".
- Published in:
- Econometrics (2225-1146), 2021, v. 9, n. 3, p. 29, doi. 10.3390/econometrics9030029
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- Publication type:
- Article
10
Extracting implied volatilities from bank bonds.
- Published in:
- Quantitative Finance, 2023, v. 23, n. 7/8, p. 1177, doi. 10.1080/14697688.2023.2226370
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- Publication type:
- Article
11
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 9, p. 1501, doi. 10.1080/14697688.2021.1890807
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- Publication type:
- Article
12
Volatility information difference between CDS, options, and the cross section of options returns.
- Published in:
- Quantitative Finance, 2020, v. 20, n. 12, p. 2025, doi. 10.1080/14697688.2020.1814018
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- Publication type:
- Article
13
Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective.
- Published in:
- Quantitative Finance, 2020, v. 20, n. 7, p. 1101, doi. 10.1080/14697688.2020.1726438
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- Publication type:
- Article
14
Risk management of deposit insurance corporations with risk-based premiums and credit default swaps.
- Published in:
- Quantitative Finance, 2020, v. 20, n. 7, p. 1085, doi. 10.1080/14697688.2020.1726437
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- Publication type:
- Article
15
Debt rating downgrades of financial institutions: causality tests on single-issue CDS and iTraxx.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 12, p. 1975, doi. 10.1080/14697688.2019.1619933
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- Publication type:
- Article
16
Dynamic credit default swap curves in a network topology.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 10, p. 1705, doi. 10.1080/14697688.2019.1585560
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- Publication type:
- Article
17
Sovereign risk zones in Europe during and after the debt crisis.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 6, p. 961, doi. 10.1080/14697688.2018.1562197
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- Publication type:
- Article
18
Non-linear Gaussian sovereign CDS pricing models.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 2, p. 191, doi. 10.1080/14697688.2018.1459808
- Publication type:
- Article
19
Estimating a covariance matrix for market risk management and the case of credit default swaps.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 77, doi. 10.1080/14697688.2018.1494850
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- Publication type:
- Article
20
Pricing and hedging contingent claims using variance and higher order moment swaps.
- Published in:
- Quantitative Finance, 2017, v. 17, n. 4, p. 531, doi. 10.1080/14697688.2016.1224373
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- Publication type:
- Article
21
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market.
- Published in:
- Quantitative Finance, 2017, v. 17, n. 2, p. 299, doi. 10.1080/14697688.2016.1189590
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- Publication type:
- Article
22
A factor contagion model for portfolio credit derivatives.
- Published in:
- Quantitative Finance, 2015, v. 15, n. 9, p. 1571, doi. 10.1080/14697688.2014.976651
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- Publication type:
- Article
23
Are banking systems increasingly fragile? Investigating financial institutions’ CDS returns extreme co-movements.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 5, p. 805, doi. 10.1080/14697688.2013.797593
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- Publication type:
- Article
24
Pricing credit default swaps with bilateral value adjustments.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 1, p. 171, doi. 10.1080/14697688.2013.828239
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- Publication type:
- Article
25
On pricing basket credit default swaps.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 12, p. 1845, doi. 10.1080/14697688.2013.783713
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- Publication type:
- Article
26
The impact of different correlation approaches on valuing credit default swaps with counterparty risk.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 12, p. 1903, doi. 10.1080/14697688.2012.750008
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- Publication type:
- Article
27
Credit gap risk in a first passage time model with jumps.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 12, p. 1871, doi. 10.1080/14697688.2012.739729
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- Publication type:
- Article
28
American step-up and step-down default swaps under Lévy models.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 1, p. 137, doi. 10.1080/14697688.2012.730624
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- Publication type:
- Article
29
CDS contract initiations: REIT board monitoring and corporate decision outcomes.
- Published in:
- Journal of Financial Research, 2023, v. 46, n. 1, p. 217, doi. 10.1111/jfir.12314
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- Publication type:
- Article
30
It's the tone, stupid! Soft information in credit rating reports and financial markets.
- Published in:
- Journal of Financial Research, 2021, v. 44, n. 3, p. 553, doi. 10.1111/jfir.12250
- Publication type:
- Article
31
THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS.
- Published in:
- Journal of Financial Research, 2020, v. 43, n. 4, p. 965, doi. 10.1111/jfir.12230
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- Publication type:
- Article
32
REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES.
- Published in:
- Journal of Financial Research, 2013, v. 36, n. 2, p. 279, doi. 10.1111/j.1475-6803.2013.12011.x
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- Publication type:
- Article
33
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
34
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
35
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
36
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
37
Evaluating the Impact of Oil Market Shocks on Sovereign Credit Default Swaps in Major OilExporting Economies.
- Published in:
- Engineering, Technology & Applied Science Research, 2024, v. 14, n. 6, p. 17958, doi. 10.48084/etasr.8954
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- Publication type:
- Article
38
From Editor’s Desk.
- Published in:
- Wealth: International Journal of Money, Banking & Finance, 2019, v. 8, n. 1, p. 2
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- Article
39
ZASTOSOWANIE INSTRUMENTU CREDIT DEFAULT SWAP DO SZACOWANIA STOPY WOLNEJ OD RYZYKA NA POTRZEBY WYCENY WARTOŚCI PRZEDSIĘBIORSTWA.
- Published in:
- Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2012, n. 271, p. 34
- By:
- Publication type:
- Article
40
IMPACT OF SENTIMENT INDICATORS ON THE CAPITAL MARKET DYNAMICS AND DEFAULT PROBABILITY.
- Published in:
- International Journal of Contemporary Economics & Administrative Sciences, 2018, v. 8, n. 2, p. 129
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- Publication type:
- Article
41
CRISIS RISK MEASUREMENTS - TRADE WITH CREDIT DEFAULT SWAPS AGAINST MEASUREMENTS OF THE CAPITAL TRADE DYNAMICS.
- Published in:
- International Journal of Contemporary Economics & Administrative Sciences, 2017, v. 7, n. 1/2, p. 81
- By:
- Publication type:
- Article
42
Fundamentals and Sovereign Risk of Emerging Markets.
- Published in:
- Pacific Economic Review, 2016, v. 21, n. 2, p. 151, doi. 10.1111/1468-0106.12160
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- Publication type:
- Article
43
Sovereign green bond and country value and risk: Evidence from European Union countries.
- Published in:
- Journal of International Financial Management & Accounting, 2022, v. 33, n. 3, p. 505, doi. 10.1111/jifm.12155
- By:
- Publication type:
- Article
44
An introduction to the special issue on Green Finance and sustainability.
- Published in:
- Journal of International Financial Management & Accounting, 2022, v. 33, n. 3, p. 379, doi. 10.1111/jifm.12149
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- Publication type:
- Article
45
Does nonperforming loan securitization affect credit default swap spreads? Evidence from European banks.
- Published in:
- Journal of International Financial Management & Accounting, 2022, v. 33, n. 2, p. 285, doi. 10.1111/jifm.12147
- By:
- Publication type:
- Article
46
Too Connected to Fail? Inferring Network Ties From Price Co-Movements.
- Published in:
- Journal of Business & Economic Statistics, 2019, v. 37, n. 1, p. 67, doi. 10.1080/07350015.2016.1272459
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- Publication type:
- Article
47
Conditional Euro Area Sovereign Default Risk.
- Published in:
- Journal of Business & Economic Statistics, 2014, v. 32, n. 2, p. 271, doi. 10.1080/07350015.2013.873540
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- Publication type:
- Article
48
Asymmetric and nonlinear comovements of credit default swap and bond markets: evidence from an emerging market.
- Published in:
- Spanish Journal of Finance & Accounting / Revista Espanola de Financiacion y Contabilidad, 2024, v. 53, n. 2, p. 232, doi. 10.1080/02102412.2023.2218182
- By:
- Publication type:
- Article
49
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
- By:
- Publication type:
- Article
50
Risk spillovers between global corporations and Latin American sovereigns: global factors matter.
- Published in:
- Applied Economics, 2023, v. 55, n. 13, p. 1477, doi. 10.1080/00036846.2022.2097193
- By:
- Publication type:
- Article