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Credit default swaps

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  • The Impact of Firm-Level Political Risk on Creditor Control
    Maksim Isakin and Xiaoling Pu
    The 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) Market
    Sheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun Yoo
    The 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 Matching
    Feifan Wu, Xundi Diao and Chongfeng Wu
    The 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 Walks
    Frédéric Godin
    The 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 Spreads
    Issouf Soumaré
    The 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 Swaps
    Wen-Cheng Hu and Alex YiHou Huang
    The 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 Swaps
    Arik Ben Dor and Jingling Guan
    The 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 Discovery
    Paulo Pereira Silva, Carlos Vieira and Isabel Viegas Vieira
    The 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 Market
    Hans Byström
    The 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 Crisis
    Florian Kiesel
    The 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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