haku: @indexterm swaps / yhteensä: 38
viitteet: 6-15 / 38
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6.
Good and bad credit contagion: Evidence from credit default swaps
Journal of Financial Economics
2007 : JUN, VOL. 84:3, p. 860-883
 2007 Jorion, P.
Zhang, G.
7.
Volatility of interest rates in the euro area: Evidence from high frequency data
European Journal of Finance
2006 : SEP/OCT, VOL. 12:6-7, p. 513-528
 2006 Cassola, N.
Morana, C.
8.
Correlating market models
Risk
2004 : SEP, VOL. 17:9, p. 124-129
 2004 Choy, B.
Dun, T.
Schlögl, E.
9.
Evaluating capital mobility in the EU: a new approach using swaps data
European Journal of Finance
2003 : OCT, VOL. 9:5, p. 514-532
 2003 Vieira, I.
10.
Derivative activities and the risk of international banks: a market index and VaR approach
International Review of Financial Analysis
2003 : VOL. 12:5, p. 489-511
 2003 Reichert, A.
Shyu, Y-W.
11.
An empirical analysis of credit default swaps
International Review of Financial Analysis
2002 : VOL. 11:3, p. 297-309
 2002 Skinner, F.S.
Townend, T.G.
12.
Maturity of hot new market faces its sternest test
Euromoney
2001 : DEC, 392, p. 34-42
 2001 Evans, N.
13.
Managerial ownership, incentive contracting, and the use of zero-cost collars and equity swaps by corporate insiders
Journal of Financial and Quantitative Analysis
2001 : SEP, VOL. 36:3, p. 345-370
 2001 Bettis, J. C.
Bizjak, J. M.
Lemmon, M. L.
14.
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
Journal of Financial Economics
2001 : OCT, VOL. 62:1, p. 39-66
 2001 Longstaff, F. A.
Santa-Clara, P.
Schwartz, E. S.
15.
Corporate Hedging and Speculative Incentives: Implications for Swap Market Default Risk
Journal of Financial and Quantitative Analysis
2001 : JUN, VOL. 36:2, p. 221-250
 2001 Mozumdar, A.
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