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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Journal of monetary economics"
~subject:"Credit risk"
~subject:"Inflation"
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Credit risk
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of monetary economics
Journal of banking & finance
60
Journal of financial economics
30
NBER working paper series
28
International review of economics & finance : IREF
26
Working paper / National Bureau of Economic Research, Inc.
23
NBER Working Paper
20
Finance research letters
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Journal of international money and finance
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The journal of fixed income
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International review of financial analysis
17
International journal of theoretical and applied finance
16
The North American journal of economics and finance : a journal of financial economics studies
15
Discussion papers / CEPR
14
The review of financial studies
14
Journal of international financial markets, institutions & money
13
Finance and economics discussion series
12
Journal of empirical finance
12
The European journal of finance
12
Applied economics letters
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Working paper
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Working paper series / European Central Bank
11
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10
Pacific-Basin finance journal
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The journal of corporate finance : contracting, governance and organization
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ECB Working Paper
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Research in international business and finance
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Economics letters
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Journal of macroeconomics
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Journal of money, credit and banking : JMCB
8
Review of finance : journal of the European Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Credit risk and the transmission of interest rate shocks
Palazzo, Berardino
;
Yamarthy, Ram
- In:
Journal of monetary economics
130
(
2022
),
pp. 120-136
Persistent link: https://www.econbiz.de/10013396267
Saved in:
2
Default cycles
Cui, Wei
;
Kaas, Leo
- In:
Journal of monetary economics
117
(
2021
),
pp. 377-394
Persistent link: https://www.econbiz.de/10012602968
Saved in:
3
Sovereign default and maturity choice
Sanchez, Juan M.
;
Sapriza, Horacio
;
Yurdagul, Emircan
- In:
Journal of monetary economics
95
(
2018
),
pp. 72-85
Persistent link: https://www.econbiz.de/10012108850
Saved in:
4
The term structure of CDS spreads and sovereign credit risk
Augustin, Patrick
- In:
Journal of monetary economics
96
(
2018
),
pp. 53-76
Persistent link: https://www.econbiz.de/10012108993
Saved in:
5
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
6
Decomposing real and nominal yield curves
Abrahams, Michael
;
Adrian, Tobias
;
Crump, Richard K.
; …
- In:
Journal of monetary economics
84
(
2016
),
pp. 182-200
Persistent link: https://www.econbiz.de/10011709677
Saved in:
7
Comment on: "Monetary policy, bond returns and debt dynamics" by Antje Berndt and Şevin Yeltekin
Pflueger, Carolin E.
- In:
Journal of monetary economics
73
(
2015
),
pp. 137-140
Persistent link: https://www.econbiz.de/10011381729
Saved in:
8
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
Saved in:
9
Inflation ambiguity and the term structure of US Government bonds
Ulrich, Maxim
- In:
Journal of monetary economics
60
(
2013
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10009745137
Saved in:
10
Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
Saved in:
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