Results 211 to 220 of about 40,982 (261)

Research on the mechanism of leader-follower product sales competition based on market access restrictions and forward contract considerations. [PDF]

Heliyon
Wang L, Cao Z, Li P.
europepmc   +1 more source

New allosteric modulators of molecular chaperone TRAP1 from the integration of computational biology, medicinal chemistry, and biophysics. [PDF]

Cell Stress Chaperones
Guarra F, Komarov D, Ciamarone A, Torielli L, Previtali V, Margaroli N, Romeo E, La Spina M, Sbuelz F, Laquatra C, Veronesi M, Lolicato M, Arrigoni C, Moroni E, Serapian SA, Girotto S, Rasola A, Colombo G.   +17 more
europepmc   +1 more source

High cell-type specificity of eQTLs revealed by single-nucleus analyses of brain and blood

Vochteloo M, Kooijmans A, Bakker J, Oelen R, Niewold J, Kaptijn D, Bonder MJ, van der Wijst M, Huang Y, Bryois J, Tsai EA, Franke L, Westra H.   +12 more
europepmc   +1 more source

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Credit Default Swap (CDS)

2022
Credit derivatives are financial contracts that have been widely adopted by the credit market participants as a tool for exposure management or credit investments. Upon their introduction in the mid-1990s, the credit derivatives market expanded rapidly during the period of loose monetary policy and expanding credit from 2002 through ...
Giuseppe Orlando, Michele Bufalo, Henry Penikas, Concetta Zurlo   +3 more
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Explaining credit default swap premia

Journal of Futures Markets, 2003
AbstractThis article proposes a simple approach for explaining credit default swap premia. Specifically, it investigates the effects of historical and option‐implied equity volatility on credit default swap premia, thus extending an idea proposed by Campbell and Taksler (in press) in the context of corporate bond yields.
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Credit default swaps

2007
Die Diplomarbeit behandelt das Thema Credit Default Swaps, da diese in der Wirtschaft immer mehr an Bedeutung gewinnen. Das ausstehenden Nominalvolumen von Credit Default Swaps ist in den letzten Jahren rasant angestiegen. Ein Grund liegt in der Weiterentwicklung der Standardverträge der International Swaps and Derivatives Association, die zu mehr ...
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Credit Default Swaps: A Primer and Some Recent Trends

Annual Review of Financial Economics, 2020
The credit default swap (CDS) remains an important class of derivatives contract despite the declining activity in the single-name corporate market. I provide a quick introduction to the contracts, the pricing formula used to interpret the market premiums, the development in trading volumes, and some key insights that are important for understanding ...
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Explaining Aggregate Credit Default Swap Spreads

SSRN Electronic Journal, 2012
We examine risk factors that explain daily changes in aggregate credit default swap (CDS) spreads before, during and after the 2007-2009 financial crisis. Based on the European iTraxx CDS index universe, we document time-variation in the significance of spread determinants.
Bastian Breitenfellner, Niklas Wagner
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