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~type_genre:"Aufsatz in Zeitschrift"
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Aufsatz in Zeitschrift
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Düllmann, Klaus
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Duellmann, Klaus
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Küll, Jonathan
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ECONIS (ZBW)
9
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1
Are SME loans less risky than regulatory capital requirements suggest?
Düllmann, Klaus
;
Koziol, Philipp
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 89-103
Persistent link: https://www.econbiz.de/10010388829
Saved in:
2
Stress testing German banks against a global credit crunch
Düllmann, Klaus
;
Kick, Thomas
- In:
Financial markets and portfolio management
28
(
2014
)
4
,
pp. 337-361
Persistent link: https://www.econbiz.de/10010467427
Saved in:
3
Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia
;
Düllmann, Klaus
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
Saved in:
4
Estimating asset correlations from stock prices or default rates : which method is superior?
Düllmann, Klaus
;
Küll, Jonathan
;
Kunisch, Michael
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2341-2357
Persistent link: https://www.econbiz.de/10009008872
Saved in:
5
Crash testing German banks
Düllmann, Klaus
;
Erdelmeier, Martin
- In:
International journal of central banking : IJCB
5
(
2009
)
3
,
pp. 139-175
Persistent link: https://www.econbiz.de/10009521399
Saved in:
6
Credit default swap prices as risk indicators of listed German banks
Düllmann, Klaus
;
Sosinska, Agnieszka
- In:
Financial markets and portfolio management
21
(
2007
)
3
,
pp. 269-292
Persistent link: https://www.econbiz.de/10003575854
Saved in:
7
A tractable model to measure sector concentration risk in credit portfolios
Düllmann, Klaus
;
Masschelein, Nancy
- In:
Journal of financial services research : JFSR
32
(
2007
)
1/2
,
pp. 55-79
Persistent link: https://www.econbiz.de/10003576365
Saved in:
8
Risk structure of interest rates : an empirical analysis for Deutschemark-denominated bonds
Düllmann, Klaus
;
Uhrig-Homburg, Marliese
;
Windfuhr, Marc
- In:
European financial management : the journal of the …
6
(
2000
)
3
,
pp. 367-388
Persistent link: https://www.econbiz.de/10001518199
Saved in:
9
Asset correlations and credit portfolio risk : an empirical analysis
Duellmann, Klaus
;
Scheicher, Martin
;
Schmieder, Christian
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
2
,
pp. 37-62
Persistent link: https://www.econbiz.de/10003749331
Saved in:
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