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isPartOf:"The journal of fixed income"
~subject:"ARCH model"
~subject:"Credit risk"
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Blümke, Oliver
1
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D'Vari, Ron
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The journal of fixed income
Journal of banking & finance
45
Journal of risk
33
The North American journal of economics and finance : a journal of financial economics studies
30
Energy economics
28
Economic modelling
27
Finance research letters
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Journal of empirical finance
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The journal of risk model validation
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International journal of forecasting
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Applied economics
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Risks : open access journal
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The journal of credit risk : published quarterly by Incisive Media
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International review of financial analysis
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Journal of risk and financial management : JRFM
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Discussion paper / Tinbergen Institute
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Journal of international financial markets, institutions & money
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Insurance / Mathematics & economics
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Working papers
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Journal of forecasting
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Research in international business and finance
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International review of economics & finance : IREF
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Journal of econometrics
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Journal of risk management in financial institutions
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The European journal of finance
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International journal of economics and financial issues : IJEFI
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Computational economics
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Econometric Institute research papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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European journal of operational research : EJOR
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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School of Accounting, Finance and Economics & FEMARC working paper series
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International journal of theoretical and applied finance
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Journal of financial services research : JFSR
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Pacific-Basin finance journal
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Quantitative finance
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Review of quantitative finance and accounting
8
CORE discussion paper : DP
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1
On the Basel Accord's inverse relationship between default probability and asset correlation : an empirical study
Blümke, Oliver
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 38-47
Persistent link: https://www.econbiz.de/10011399847
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2
Anisotropic credit scheme for municipal revenue bonds
Parnes, Dror
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 91-99
Persistent link: https://www.econbiz.de/10009007988
Saved in:
3
Integrating market and credit risk using a simplified frailty default correlation structure
Kuo, Cheng-kun
;
Lee, Chih-Wei
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 48-58
Persistent link: https://www.econbiz.de/10003502386
Saved in:
4
Value at risk for interest rate-dependent securities
Cakici, Nusret
;
Foster, Kevin R.
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 81-95
Persistent link: https://www.econbiz.de/10001774645
Saved in:
5
Value at risk estimates for Brady bond portfolios
D'Vari, Ron
;
Sosa, Juan C.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001549788
Saved in:
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