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November 24, 2017
 

The Search found 2 of 16261 documents sorted by Date with the following criteria:
Subject/Keyword: credit derivatives indices

 
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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.
  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: Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective
  Author/Editor: Chan-Lau, Jorge A. ; Lu, Yinqiu
  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
 

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