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isPartOf:"Journal of banking & finance"
~isPartOf:"Applied quantitative finance"
~isPartOf:"Review of finance : journal of the European Finance Association"
~subject:"Kreditwürdigkeit"
~subject:"Zinsstruktur"
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Search: subject_exact:"CDO (Collateralized debt obligations)"
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Kreditwürdigkeit
Zinsstruktur
Credit derivative
86
Kreditderivat
86
Credit risk
52
Kreditrisiko
52
Financial crisis
26
Finanzkrise
26
Risikoprämie
26
Risk premium
26
Theorie
20
Theory
20
Credit default swaps
17
Insolvency
16
Insolvenz
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Derivat
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Derivative
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Welt
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World
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CDS
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Yield curve
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Credit rating
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Public bond
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Öffentliche Anleihe
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Swap
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Country risk
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EU countries
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EU-Staaten
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Financial services
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Finanzdienstleistung
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Länderrisiko
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Börsenkurs
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Credit insurance
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Kreditversicherung
9
Portfolio selection
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Portfolio-Management
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Public debt
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Systemic risk
9
Systemrisiko
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English
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Norden, Lars
3
Chen, Ren-Raw
2
Peña Sánchez de Rivera, Juan Ignacio
2
Alter, Adrian
1
Amiram, Dan
1
Badaoui, Saad
1
Ben-Zion, Uri
1
Berndt, Antje
1
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1
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1
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1
Cheng, Xiaolin
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Gauthier, Geneviève
1
Gräler, Benedikt
1
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1
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1
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1
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1
Ismailescu, Iuliana
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1
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1
Li, Haitao
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Ma, Yihong
1
Maurice, Mathieu
1
Miller, Cameron D.
1
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Journal of banking & finance
Applied quantitative finance
Review of finance : journal of the European Finance Association
Journal of international money and finance
10
The journal of fixed income
10
International review of financial analysis
7
The journal of credit risk : published quarterly by Incisive Media
7
International journal of theoretical and applied finance
6
International review of economics & finance : IREF
6
Journal of international financial markets, institutions & money
6
Research paper series / Swiss Finance Institute
6
The review of financial studies
6
Economic modelling
5
Finance research letters
5
Journal of empirical finance
5
Journal of financial and quantitative analysis : JFQA
5
Swiss Finance Institute Research Paper
5
The European journal of finance
5
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working paper / Department of Economics, Lund University
4
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Tinbergen Institute
3
Economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets review
3
Essays on the determinants of corporate bond yield spreads
3
Finance and economics discussion series
3
HKIMR working paper
3
Journal of financial stability
3
Journal of mathematical finance
3
Journal of monetary economics
3
Journal of risk
3
NBER Working Paper
3
NBER working paper series
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
The accounting review : a publication of the American Accounting Association
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of futures markets
3
The journal of structured finance
3
Williams College Economics Department working paper series
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ECONIS (ZBW)
25
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1
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
2
To change or not to change? The CDS market response of firms on credit watch
Kiesel, Florian
;
Kolaric, Sascha
;
Norden, Lars
; …
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819590
Saved in:
3
What determines wholesale funding costs of the global systemically important banks?
Cottrell, Simon
;
Yu, Xiao
;
Delpachitra, Sarath B.
;
Ma, …
- In:
Journal of banking & finance
132
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013270312
Saved in:
4
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
5
Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.
;
Li, Haitao
;
Ye, Xiaoxia
;
Hu, May
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
Saved in:
6
Do credit default swaps mitigate the impact of credit rating downgrades?
Chava, Sudheer
;
Ganduri, Rohan
;
Ornthanalai, Chayawat
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
3
,
pp. 471-511
Persistent link: https://www.econbiz.de/10012035109
Saved in:
7
Corporate credit risk premia
Berndt, Antje
;
Douglas, Rohan
;
Duffie, Darrell
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 419-454
Persistent link: https://www.econbiz.de/10011990801
Saved in:
8
Market based credit rating and its applications
Tsay, Ruey S.
;
Zhu, H.
- In:
Applied quantitative finance
,
(pp. 113-128)
.
2017
Persistent link: https://www.econbiz.de/10011794956
Saved in:
9
Information in CDS spreads
Norden, Lars
- In:
Journal of banking & finance
75
(
2017
),
pp. 118-135
Persistent link: https://www.econbiz.de/10011742156
Saved in:
10
Trading strategies with implied forward credit default swap spreads
Leccadito, Arturo
;
Tunaru, Radu
;
Urga, Giovanni
- In:
Journal of banking & finance
58
(
2015
),
pp. 361-375
Persistent link: https://www.econbiz.de/10011544021
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