Credit derivatives and risk management
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References listed on IDEAS
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- Eyssell, Thomas & Fung, Hung-Gay & Zhang, Gaiyan, 2013. "Determinants and price discovery of China sovereign credit default swaps," China Economic Review, Elsevier, vol. 24(C), pages 1-15.
- Gheorghe VOINEA & Sorin Gabriel ANTON, 2009. "Lessons from the Current Financial Crisis. A Risk Management Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 3, pages 139-147, May.
- Hirtle, Beverly, 2009.
"Credit derivatives and bank credit supply,"
Journal of Financial Intermediation, Elsevier, vol. 18(2), pages 125-150, April.
- Beverly Hirtle, 2008. "Credit derivatives and bank credit supply," Staff Reports 276, Federal Reserve Bank of New York.
- M. Kabir Hassan & Thiti S. Ngow & Jung Suk-Yu, 2011. "Determinants of Credit Default Swaps in International Markets," NFI Working Papers 2011-WP-01, Indiana State University, Scott College of Business, Networks Financial Institute.
- Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais, 2012. "‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 627-646.
- Akira Nishimura, 2016. "Foreign Exchange Risk and Profit Improvement in the Comprehensive Profit Opportunity and Lost Opportunity Control Model," International Journal of Business and Management, Canadian Center of Science and Education, vol. 11(4), pages 1-1, March.
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More about this item
Keywords
Risk management; Credit derivatives;NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2007-10-27 (Banking)
- NEP-FMK-2007-10-27 (Financial Markets)
- NEP-RMG-2007-10-27 (Risk Management)
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