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isPartOf:"Finance : revue de l'Association Française de Finance"
~subject:"Credit rating"
~subject:"Theorie"
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Credit rating
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Finance : revue de l'Association Française de Finance
NBER working paper series
103
Working paper / National Bureau of Economic Research, Inc.
95
NBER Working Paper
84
Journal of banking & finance
83
The journal of fixed income
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
International journal of theoretical and applied finance
52
Journal of financial economics
52
Working paper
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Discussion paper / Centre for Economic Policy Research
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The journal of finance : the journal of the American Finance Association
41
The review of financial studies
41
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40
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39
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Staff reports / Federal Reserve Bank of New York
22
Working papers series / Federal Reserve Bank of San Francisco
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Finance research letters
20
CESifo working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Development of a shadow rating model
Estran, Rémy
;
Fabritus, Victor-Manuel de
;
Souchaud, Antoine
- In:
Finance : revue de l'Association Française de Finance
44
(
2023
)
2
,
pp. 112-148
Persistent link: https://www.econbiz.de/10014253460
Saved in:
2
Hyperbolic or exponential time discounting function? : empirical evidence using a conditional consumption capital asset pricing model
La Bruslerie, Hubert de
;
Coën, Alain
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
2
,
pp. 7-37
Persistent link: https://www.econbiz.de/10012627873
Saved in:
3
Credit spread determinants : how loan officer seniority matters
Dupire, Marion
;
Lobez, Frédéric
;
Statnik, Jean-Christophe
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
3
,
pp. 139-179
Persistent link: https://www.econbiz.de/10012792337
Saved in:
4
Bond prices, yield spreads, and optimal capital structure with default risk
Leland, Hayne Ellis
- In:
Finance : revue de l'Association Française de Finance
40
(
2019
)
3
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012154168
Saved in:
5
Choix de la moins chère à livrer : un raccourci utile
Lacoste, Vincent
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
Numéro hors série
,
pp. 77-92
Persistent link: https://www.econbiz.de/10001782547
Saved in:
6
Evaluation de quelques instruments quantos
Bensaïd, Bernard
;
Bottazzi, Jean-Marc
- In:
Finance : revue de l'Association Française de Finance
22
(
2001
)
2
,
pp. 25-50
Persistent link: https://www.econbiz.de/10001626667
Saved in:
7
Corporate bond yield spreads and the term structure
Anderson, Ronald W.
;
Pan, Yonghua
;
Sundaresan, Suresh M.
- In:
Finance : revue de l'Association Française de Finance
21
(
2000
)
2
,
pp. 15-37
Persistent link: https://www.econbiz.de/10001559693
Saved in:
8
Yield option pricing in the generalized Cox-Ingersoll-Ross model
Deelstra, Griselda
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 169-183
Persistent link: https://www.econbiz.de/10001544353
Saved in:
9
Modélisation FIGARCH appliquée à l'analyse de la structure par terme des taux d'intérêt
Lardic, Sandrine
;
Mignon, Valérie
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
1
,
pp. 91-114
Persistent link: https://www.econbiz.de/10001475134
Saved in:
10
Estimation of a linear Gaussian model
Danesi, Vladimir
;
Genon-Catalot, Valentine
;
Laurent, …
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 41-69
Persistent link: https://www.econbiz.de/10001476773
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