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Derivat
45
Derivative
45
Theorie
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Theory
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Credit derivative
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40
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40
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Fabozzi, Frank J.
5
Ap Gwilym, Owain
3
Chen, Ren-Raw
3
Dynkin, Lev
3
Fulkerson, Jon A.
3
Goodman, Laurie Sharon
3
Jordan, Susan D.
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Pu, Xiaoling
3
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3
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2
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2
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1
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1
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1
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1
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The journal of fixed income
The journal of futures markets
841
Energy economics
359
Journal of banking & finance
329
International journal of theoretical and applied finance
222
International review of financial analysis
177
NBER working paper series
175
IMF Working Papers
167
Finance research letters
166
Working paper / National Bureau of Economic Research, Inc.
157
Journal of international money and finance
147
NBER Working Paper
144
International review of economics & finance : IREF
137
The journal of finance : the journal of the American Finance Association
134
Applied financial economics
133
Applied economics
129
Journal of financial economics
127
The journal of derivatives : the official publication of the International Association of Financial Engineers
116
Journal of financial and quantitative analysis : JFQA
115
Journal of international financial markets, institutions & money
113
The review of financial studies
111
Working paper
106
Economic modelling
105
Applied economics letters
99
Applied mathematical finance
99
The North American journal of economics and finance : a journal of financial economics studies
99
The European journal of finance
97
Review of derivatives research
94
Advances in futures and options research : a research annual
90
IMF Staff Country Reports
90
Economics letters
88
SpringerLink / Bücher
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Discussion paper / Centre for Economic Policy Research
84
Quantitative finance
83
The journal of structured finance
83
IMF working papers
75
Research in international business and finance
75
European journal of operational research : EJOR
74
Journal of empirical finance
73
Global finance journal
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ECONIS (ZBW)
113
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1
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
2
What drives systemic state credit risk? : evidence from the State Credit Default Swap (CDS) market
Liu, Sheen
;
Wu, Chunchi
;
Yeh, Chung-Ying
;
Yoo, Woongsun
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 5-45
Persistent link: https://www.econbiz.de/10012251375
Saved in:
3
A robust decision support approach to portfolio risk reduction based on credit default swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
4
Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
Tah, Kenneth A.
;
Ngene, Geoffrey
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011900629
Saved in:
5
Investment performance of credit risk transfer securities (CRTs) : the early evidence
Gao, Chao
;
McConnell, John J.
- In:
The journal of fixed income
28
(
2018
)
2
,
pp. 6-15
Persistent link: https://www.econbiz.de/10011963854
Saved in:
6
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
7
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
8
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
9
Bond ETF arbitrage strategies and daily cash flow
Fulkerson, Jon A.
;
Jordan, Susan D.
;
Travis, Denver H.
- In:
The journal of fixed income
27
(
2017
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10011697766
Saved in:
10
The predictive power of the implied volatility of interest rates : evidence from USD, EUR, and JPY swaption
Hattori, Takahiro
- In:
The journal of fixed income
27
(
2017
)
1
,
pp. 67-76
Persistent link: https://www.econbiz.de/10011697773
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