Credit default swaps
- 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
- Boosting Carry in a Negative Rate WorldPavan Wadhwa and Kedran PanageasThe Journal of Trading December 2012, 8 (1) 9-14; DOI: https://doi.org/10.3905/jot.2012.8.1.009
- Trading Strategies in the Sovereign CDS MarketPavan Wadhwa and Khagendra GuptaThe Journal of Investing November 2013, 22 (4) 7-22; DOI: https://doi.org/10.3905/joi.2013.22.4.007
- 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
- Editor’s LetterJoseph M. PimbleyThe Journal of Derivatives November 2018, 26 (2) 1-2; DOI: https://doi.org/10.3905/jod.2018.26.2.001
- The Impact of Margin Interest on the Valuation
of Credit Default SwapsYu Hang Kan and Claus PedersenThe Journal of Derivatives August 2012, 20 (1) 60-79; DOI: https://doi.org/10.3905/jod.2012.20.1.060 - 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
- CDS Proxy Construction via Machine Learning Techniques—Part I: Methodology and ResultsRaymond Brummelhuis and Zhongmin LuoThe Journal of Financial Data Science April 2019, 1 (2) 111-127; DOI: https://doi.org/10.3905/jfds.2019.1.2.111
- 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
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