SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Valuing Credit Default Swaps I: No Counterparty Default Risk
0 references·3 citing·15 second hop
Valuing Credit Default Swaps I: No Counterparty Default Risk (2001)Valuing Credit Default Swaps I: No Counte…Derivatives and credit contagion in interconnected networks (2012)Derivatives and credit contag…Dependence of defaults and recoveries in structural credit risk models (2012)Dependence of defaults and re…Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Generalized autoregressive conditional heteroskedasticity (1986)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Modeling Term Structures of Defaultable Bonds (1999)Systemic risk in banking ecosystems (2011)Has Financial Innovation Made the World Riskier? CDS, Regulatory Arbitrage and Systemic Risk (2012)Credit Default Swaps networks and systemic risk (2014)Investor behavior, information disclosure strategy and counterparty credit risk contagion (2018)A Theory of the Term Structure of Interest Rates (1985)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Forecasting Default with the Merton Distance to Default Model (2008)The Aggregate Demand for Treasury Debt (2012)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2012Derivatives and credit contagion in interconnected networks37 cited
  • 2012Dependence of defaults and recoveries in structural credit risk models21 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work