Results 301 to 310 of about 33,753 (322)

An empirical analysis of credit default swaps

International Review of Financial Analysis, 2002
Frank S Skinner
exaly  

Good and bad credit contagion: Evidence from credit default swaps☆

Journal of Financial Economics, 2007
Philippe Jorion, Gaiyan Zhang
exaly  

Credit Default Swaps and the Credit Crisis

Journal of Economic Perspectives, 2010
René M Stulz
exaly  

Laying off credit risk: Loan sales versus credit default swaps

Journal of Financial Economics, 2013
Christine A Parlour, Andrew Winton
exaly  

Credit Default Swaps: A Survey

Foundations and Trends in Finance, 2014
Patrick Augustin, Yongjun Tang, Sarah Qian Wang   +2 more
exaly  

Dynamic interdependence of sovereign credit default swaps in BRICS and MIST countries

Applied Economics, 2016
Maria E De Boyrie, Ivelina Pavlova
exaly  

Regularities and discrepancies of credit default swaps: a data science approach through Benford's law

Chaos, Solitons and Fractals, 2016
Rosella Castellano, Roy Cerqueti
exaly  

Distressed Debt Restructuring in the Presence of Credit Default Swaps

Journal of Money, Credit and Banking, 2016
Mascia Bedendo
exaly  

Sovereign Credit Default Swap

2014
openaire   +1 more source

ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS

Mathematical Finance, 2014
Damiano Brigo, Agostino Capponi, Andrea Pallavicini   +2 more
exaly