Journal Article
An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market
Haibin Zhu
Journal of Financial Services Research, 2006, Volume 29, Number 3, Pages 211-235
Book Chapter
Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research
Dezhong Wang, Svetlozar T. Rachev and Frank J. Fabozzi
Contributions to Economics, 2008, Risk Assessment, Pages 263-286
Book Chapter
Credit Risk Modeling
David Lando
2009, Handbook of Financial Time Series, Part 5, Pages 787-798
Journal Article
Trading Credit Default Swaps via Interdealer Brokers
Yalin Gündüz, Torsten Lüdecke and Marliese Uhrig-Homburg
Journal of Financial Services Research, 2007, Volume 32, Number 3, Pages 141-159
Journal Article
Credit default swap prices as risk indicators of listed German banks
Klaus Düllmann and Agnieszka Sosinska
Financial Markets and Portfolio Management, 2007, Volume 21, Number 3, Pages 269-292
Book Chapter
Modeling Sovereign Default Risk
Lecture Notes in Economics and Mathematical Systems, 1, Volume 582, Sovereign Default Risk Valuation, Pages 109-152
Journal Article
Investigating the dependence structure between credit default swap spreads and the U.S. financial market
Hayette Gatfaoui
Annals of Finance, 2010, Volume 6, Number 4, Pages 511-535
Book Chapter
Introduction
Lecture Notes in Economics and Mathematical Systems, 1, Volume 582, Sovereign Default Risk Valuation, Pages 1-14
Book Chapter
Advanced Credit Portfolio Modeling and CDO Pricing
Ernst Eberlein, Rüdiger Frey and Ernst August von Hammerstein
2008, Mathematics – Key Technology for the Future, Part 6, Pages 253-279
Book Chapter
Introduction and Pricing under Counterparty Risk
Springer Finance, 2006, Interest Rate Models — Theory and Practice, Part VII, Pages 695-755