Publications Search Results

July 31, 2014
 

The Search found 4 of 13613 documents sorted by Date with the following criteria:
Subject/Keyword: credit derivatives

 
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1. Title: Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
  Author/Editor: Chan-Lau, Jorge A.
  Series: Working Paper No. 06/148
  Published: June 01, 2006
  Subject(s): Credit risk | Credit tranches
  Author's Keyword(s): Equity returns | default risk | credit derivatives | credit derivatives indices | collateralized debt obligations
 
2. Title: The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions
  Author/Editor: Chan-Lau, Jorge A. ; Ong, Li L.
  Series: Working Paper No. 06/139
  Published: June 01, 2006
  Subject(s): Credit risk | United Kingdom | Capital markets | Financial stability
  Author's Keyword(s): CDO | CDS | credit derivatives | credit risk transfer | structured credit products
 
3. Title: Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective
  Author/Editor: Chan-Lau, Jorge A. ; Lu, Yinqiu
  Series: Working Paper No. 06/107
  Published: April 01, 2006
  Subject(s): Financial risk | Europe | Credit risk | Risk management | Financial sector | Debt | Credit tranches | Asset prices | International capital markets | Corporate sector
  Author's Keyword(s): Systemic risk | idiosyncratic risk | credit derivatives | credit derivatives indices | collateralized debt obligations | tranches
 
4. Title: Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets
  Author/Editor: Chan-Lau, Jorge A. ; Kim, Yoon Sook
  Series: Working Paper No. 04/27
  Published: February 01, 2004
  Subject(s): Stock markets | Credit | Bonds | Emerging markets | Economic models
  Author's Keyword(s): Credit derivatives | bond spreads | equity prices | price discovery | equilibrium | emerging markets
 

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