Credit default swaps
- The Impact of Firm-Level Political Risk on Creditor ControlMaksim Isakin and Xiaoling PuThe Journal of Fixed Income June 2019, 29 (1) 44-54; DOI: https://doi.org/10.3905/jfi.2019.1.070
- What Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) MarketSheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun YooThe Journal of Fixed Income March 2019, 28 (4) 5-45; DOI: https://doi.org/10.3905/jfi.2019.1.069
- A General Accurate Approximation for Pricing and Hedging Basket Options with Exact Moment MatchingFeifan Wu, Xundi Diao and Chongfeng WuThe Journal of Derivatives February 2019, 26 (3) 68-86; DOI: https://doi.org/10.3905/jod.2019.1.072
- A Closed-Form Solution for the Global Quadratic Hedging of Options under Geometric Gaussian Random WalksFrédéric GodinThe Journal of Derivatives February 2019, 26 (3) 97-107; DOI: https://doi.org/10.3905/jod.2019.1.071
- An Econometric Analysis of the Determinants of CVA SpreadsIssouf SoumaréThe Journal of Fixed Income September 2018, 28 (2) 16-30; DOI: https://doi.org/10.3905/jfi.2018.28.2.016
- Asymmetric Dynamics between Informed Trading Activity and Credit Default SwapsWen-Cheng Hu and Alex YiHou HuangThe Journal of Derivatives November 2018, 26 (2) 70-85; DOI: https://doi.org/10.3905/jod.2018.1.070
- Hedging Systematic Risk in High Yield Portfolios with a Synthetic Overlay: A Comparative Analysis of Equity Instruments vs. Credit Default SwapsArik Ben Dor and Jingling GuanThe Journal of Fixed Income March 2017, 26 (4) 5-24; DOI: https://doi.org/10.3905/jfi.2017.26.4.005
- The EU Ban on Uncovered Sovereign Credit Default Swaps: Assessing Impacts on Liquidity, Volatility, and Price DiscoveryPaulo Pereira Silva, Carlos Vieira and Isabel Viegas VieiraThe Journal of Derivatives May 2016, 23 (4) 74-98; DOI: https://doi.org/10.3905/jod.2016.23.4.074
- Stock Prices and Stock Return Volatilities Implied
by the Credit MarketHans ByströmThe Journal of Fixed Income March 2016, 25 (4) 32-54; DOI: https://doi.org/10.3905/jfi.2016.25.4.032 - Do Investors Still Rely on Credit Rating Agencies?
Evidence from the Financial CrisisFlorian KieselThe Journal of Fixed Income March 2016, 25 (4) 20-31; DOI: https://doi.org/10.3905/jfi.2016.25.4.020
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