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A perspective on credit derivatives

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  • Batten, Jonathan
  • Hogan, Warren

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  • Batten, Jonathan & Hogan, Warren, 2002. "A perspective on credit derivatives," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 251-278.
    • Handle: RePEc:eee:finana:v:11:y:2002:i:3:p:251-278
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    27. Jonathan Batten & Warren Hogan & Francis In, 2002. "Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 115-128, March.
    28. James T. Moser, 1998. "Credit derivatives: the latest new thing," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jun.
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    2. Nathalie Rey, 2009. "Credit derivatives: instruments of hedging and factors of instability. The example of “Credit Default Swaps” on French reference entities," CEPN Working Papers hal-00433883, HAL.
    3. Jacques, Sébastien & Lai, Van Son & Soumaré, Issouf, 2011. "Synthetizing a debt guarantee: Super-replication versus utility approach," International Review of Financial Analysis, Elsevier, vol. 20(1), pages 27-40, January.
    4. González, Luís Otero & Rodríguez Gil, Luís Ignacio & Martorell Cunill, Onofre & Merigó Lindahl, José M., 2016. "The effect of financial innovation on European banks' risk," Journal of Business Research, Elsevier, vol. 69(11), pages 4781-4786.
    5. Bülbül, Dilek & Hakenes, Hendrik & Lambert, Claudia, 2019. "What influences banks’ choice of credit risk management practices? Theory and evidence," Journal of Financial Stability, Elsevier, vol. 40(C), pages 1-14.
    6. Tabassum & Mohammad Yameen, 2024. "Why do banks use credit default swaps (CDS)? A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 201-231, February.
    7. Roshanthi Dias, 2017. "The role of managerial risk-taking in the ‘rise and fall’ of the CDS market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57, pages 117-145, April.

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