Credit default swaps
- Market-Based Sovereign Ceiling: Evidence from
the European Sovereign Debt CrisisAndreas Wengner, Niklas Lampenius and Timo HaasThe Journal of Fixed Income September 2014, 24 (2) 45-60; DOI: https://doi.org/10.3905/jfi.2014.24.2.045 - Estimation of the Term Structure of CDS-Adjusted
Risk-Free Interest RatesYusho Kagraoka and Zakaria MoussaThe Journal of Fixed Income September 2014, 24 (2) 29-44; DOI: https://doi.org/10.3905/jfi.2014.24.2.029 - 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 Correlation Structure of the CDS Market: An Empirical InvestigationLara Cathcart, Lina El-Jahel and Leonard EvansThe Journal of Fixed Income March 2013, 22 (4) 53-74; DOI: https://doi.org/10.3905/jfi.2013.22.4.053
- Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-Switching FrameworkJow-Ran Chang, Mao-Wei Hung and Feng-Tse TsaiThe Journal of Fixed Income September 2012, 22 (2) 44-56; DOI: https://doi.org/10.3905/jfi.2012.22.2.044
- Long-Run Risk Dynamics, Instabilities, and Breaks on European Credit Markets over a Crisis PeriodBurcu Kapar, Ricardo Laborda and Jose OlmoThe Journal of Fixed Income September 2012, 22 (2) 31-43; DOI: https://doi.org/10.3905/jfi.2012.22.2.031
- Specification Risk and Calibration Effects of a Multifactor Credit Portfolio ModelGregor Dorfleitner, Matthias Fischer and Marco GeidoschThe Journal of Fixed Income June 2012, 22 (1) 7-24; DOI: https://doi.org/10.3905/jfi.2012.22.1.007
- 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 - Determinants of the Size of the Sovereign Credit Default Swap MarketTobias Berg and Daniel StreitzThe Journal of Fixed Income December 2015, 25 (3) 58-73; DOI: https://doi.org/10.3905/jfi.2016.25.3.058
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (140)
- In Wealth Management (99)
- Derivatives
- Options (548)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (465)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (615)
- Retirement (484)
- Social security (101)
- Pension funds (176)
- Other (55)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (143)
- Other (330)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1826)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1821)
- ESG investing (330)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1364)
- Simulations (295)
- Quantitative methods (438)
- Real assets/alternative investments/private equity
- Real estate (221)
- Commodities (195)
- Other real assets (99)
- Currency (173)
- Private equity (741)
- Risk management
- Credit risk management (299)
- Tail risks (164)
- Risk management (856)
- Security analysis and valuation
- Technical analysis (113)