Credit default swaps
- Application of Credit Derivatives In Portfolio ManagementSameer Kackar and Kelly RogalThe Journal of Derivatives January 2022, jod.2022.1.146; DOI: https://doi.org/10.3905/jod.2022.1.146
- Biases in CDS Spreads after the CDS Big BangXinjie Wang, Hongjun Yan and Zhaodong (Ken) ZhongThe Journal of Fixed Income June 2020, 30 (1) 71-80; DOI: https://doi.org/10.3905/jfi.2020.1.095
- An Empirical Examination of the Term Structure Fundamentals of Credit SpreadsAustin Murphy and Adrian HeadleyThe Journal of Fixed Income June 2020, 30 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2020.1.093
- Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu DensitiesLuca Capriotti and Ruggero VaiaThe Journal of Derivatives August 2020, 28 (1) 8-25; DOI: https://doi.org/10.3905/jod.2020.1.107
- Physics and Derivatives: On Three Important Problems in Mathematical FinanceAlexander Lipton and Vadim KaushanskyThe Journal of Derivatives August 2020, 28 (1) 123-142; DOI: https://doi.org/10.3905/jod.2020.1.098
- Term Structure of CDS Spreads and Risk-Based Capital of the Protection Seller: An Extension of the Dynamic Nelson–Siegel Model with the Business CycleStandley R. Baron and Issouf SoumaréThe Journal of Fixed Income September 2020, 30 (2) 86-115; DOI: https://doi.org/10.3905/jfi.2020.1.089
- Power Purchase Agreements and Financing Renewables: An InterdependencySteffen Hundt, Johanna Jahnel and Andreas HorschThe Journal of Structured Finance April 2021, 27 (1) 35-50; DOI: https://doi.org/10.3905/jsf.2020.1.119
- Credit Risk in a PandemicHans ByströmThe Journal of Fixed Income September 2021, 31 (2) 48-67; DOI: https://doi.org/10.3905/jfi.2021.1.116
- Do Investors Trade Industry Sector-Based Credit Risk Differently Than Systematic Credit Risk?William J. Procasky and Brian PetrusThe Journal of Alternative Investments September 2021, 24 (2) 106-123; DOI: https://doi.org/10.3905/jai.2021.1.139
- CDS Proxy Construction via Machine Learning Techniques—Part II: Parametrization, Correlation, BenchmarkingRaymond Brummelhuis and Zhongmin LuoThe Journal of Financial Data Science April 2019, 1 (2) 128-151; DOI: https://doi.org/10.3905/jfds.2019.1.2.128
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