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isPartOf:"The review of financial studies"
~isPartOf:"American journal of finance and accounting"
~subject:"Betriebliche Liquidität"
~subject:"Credit derivative"
~subject:"Mortgage"
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Betriebliche Liquidität
Credit derivative
Mortgage
Credit risk
55
Kreditrisiko
55
USA
32
United States
32
Theorie
15
Theory
15
Yield curve
11
Zinsstruktur
11
Corporate bond
8
Unternehmensanleihe
8
Asset-Backed Securities
6
Asset-backed securities
6
Bank lending
6
Estimation
6
Hypothek
6
Kreditderivat
6
Kreditgeschäft
6
Risikoprämie
6
Risk premium
6
Schätzung
6
Bank
5
Bank risk
5
Bankrisiko
5
Insolvency
5
Insolvenz
5
Business cycle
4
Börsenkurs
4
CAPM
4
Corporate liquidity
4
Konjunktur
4
Risikomanagement
4
Risk management
4
Share price
4
Bank regulation
3
Bankenregulierung
3
Capital structure
3
Cost of capital
3
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Article
16
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16
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English
16
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Griffin, John M.
2
He, Zhiguo
2
Abdellahi, Sayed Amin
1
Acharya, Viral V.
1
Augustin, Patrick
1
Begley, Taylor A.
1
Boyarchenko, Nina
1
Chen, Hui
1
Chernov, Mikhail
1
Cui, Rui
1
Davydenko, Sergei A.
1
Driessen, Joost
1
Dunn, Brett R.
1
Fuster, Andreas
1
Hosseini, Seyed Hasan
1
Izhakian, Yehuda
1
Jiang, Wei
1
Longstaff, Francis A.
1
Lucca, David O.
1
Malkhozov, Aytek
1
Mashkani, Abolfazl Jannati
1
Maturana, Gonzalo
1
Milbradt, Konstantin
1
Mueller, Philippe
1
Nelson, Ashlyn Aiko
1
Nickerson, Jordan
1
Purnanandam, Amiyatosh
1
Sambalaibat, Batchimeg
1
Strebulaev, Ilya A.
1
Subrahmanyam, Marti G.
1
Tang, Dragon Yongjun
1
Vedolin, Andrea
1
Venter, Gyuri
1
Vytlacil, Edward
1
Wang, Sarah Qian
1
Xiong, Wei
1
Zhang, Benjamin Yibin
1
Zhou, Hao
1
Zhu, Haibin
1
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The review of financial studies
American journal of finance and accounting
Journal of banking & finance
82
The journal of real estate finance and economics
60
Journal of financial stability
35
Journal of financial economics
34
The journal of credit risk : published quarterly by Incisive Media
34
The journal of fixed income
34
International journal of theoretical and applied finance
31
Working papers / Federal Reserve Bank of Philadelphia, Research Department
29
The journal of structured finance
28
Finance research letters
26
Journal of international financial markets, institutions & money
26
International review of financial analysis
25
NBER working paper series
25
Research paper series / Swiss Finance Institute
21
Discussion paper
20
Discussion papers / CEPR
20
Economic modelling
20
Finance and economics discussion series
20
Journal of financial services research : JFSR
20
Working paper / National Bureau of Economic Research, Inc.
20
Journal of housing economics
19
Journal of international money and finance
19
NBER Working Paper
19
Staff reports / Federal Reserve Bank of New York
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Review of finance : journal of the European Finance Association
18
The North American journal of economics and finance : a journal of financial economics studies
18
Working paper series
18
Applied economics
17
The European journal of finance
17
FEDS Working Paper
16
Journal of empirical finance
16
Journal of monetary economics
16
Review of quantitative finance and accounting
16
Staff working papers / Bank of England
16
The journal of corporate finance : contracting, governance and organization
16
The journal of futures markets
16
European journal of operational research : EJOR
15
Journal of financial intermediation
15
Journal of money, credit and banking : JMCB
15
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ECONIS (ZBW)
16
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1
Are CLO collateral and tranche ratings disconnected?
Griffin, John M.
;
Nickerson, Jordan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2319-2360
Persistent link: https://www.econbiz.de/10014320661
Saved in:
2
A theory of liquidity spillover between bond and CDS markets
Sambalaibat, Batchimeg
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2525-2569
Persistent link: https://www.econbiz.de/10013188969
Saved in:
3
Ambiguity, volatility, and credit risk
Augustin, Patrick
;
Izhakian, Yehuda
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1618-1672
Persistent link: https://www.econbiz.de/10012198439
Saved in:
4
Understanding mortgage spreads
Boyarchenko, Nina
;
Fuster, Andreas
;
Lucca, David O.
- In:
The review of financial studies
32
(
2019
)
10
,
pp. 3799-3850
Persistent link: https://www.econbiz.de/10012108155
Saved in:
5
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui
;
Cui, Rui
;
He, Zhiguo
;
Milbradt, Konstantin
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 852-897
Persistent link: https://www.econbiz.de/10011925272
Saved in:
6
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
7
The effect of credit risk, market risk, and liquidity risk on financial performance indicators of the listed banks on Tehran Stock Exchange
Abdellahi, Sayed Amin
;
Mashkani, Abolfazl Jannati
; …
- In:
American journal of finance and accounting
5
(
2017
)
1
,
pp. 20-30
Persistent link: https://www.econbiz.de/10011834000
Saved in:
8
Design of financial securities : empirical evidence from private-label RMBS deals
Begley, Taylor A.
;
Purnanandam, Amiyatosh
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 120-161
Persistent link: https://www.econbiz.de/10011738014
Saved in:
9
Mortgage risk and the yield curve
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
- In:
The review of financial studies
29
(
2016
)
5
,
pp. 1220-1253
Persistent link: https://www.econbiz.de/10011530026
Saved in:
10
Did dubious mortgage origination practices distort house prices?
Griffin, John M.
;
Maturana, Gonzalo
- In:
The review of financial studies
29
(
2016
)
7
,
pp. 1671-1708
Persistent link: https://www.econbiz.de/10011577803
Saved in:
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