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isPartOf:"The review of financial studies"
~isPartOf:"Journal of financial economics"
~subject:"Börsenkurs"
~subject:"Estimation"
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Search: subject_exact:"Kreditrisiko"
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Börsenkurs
Estimation
Credit risk
166
Kreditrisiko
166
Theorie
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Theory
55
USA
40
United States
40
Yield curve
37
Zinsstruktur
37
Bank lending
34
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Risk premium
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Credit derivative
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Kreditderivat
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Credit rating
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Kreditwürdigkeit
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Credit
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Kapitalstruktur
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Acharya, Viral V.
1
Amihud, Yakov
1
Avramov, Doron
1
Bai, Jennie
1
Bao, Jack
1
Bayer, Patrick J.
1
Bharath, Sreedhar T.
1
Brogaard, Jonathan
1
Chen, Hui
1
Chernov, Mikhail
1
Chordia, Tarun
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Chung, Kee H.
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1
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Fracassi, Cesare
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Gao, Pengjie
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Gredil, Oleg R.
1
Gross, David B.
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Götz, Martin
1
Han, Bing
1
He, Zhiguo
1
Hou, Kewei
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Laeven, Luc
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Lee, Jung H.
1
Levine, Ross
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Li, Dan
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Longstaff, Francis A.
1
Milbradt, Konstantin
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Palia, Darius
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The review of financial studies
Journal of financial economics
Journal of banking & finance
30
Discussion paper / Deutsche Bundesbank
20
Discussion paper / Centre for Economic Policy Research
19
Working paper / National Bureau of Economic Research, Inc.
17
Finance research letters
16
Journal of international financial markets, institutions & money
16
The journal of fixed income
15
NBER Working Paper
14
NBER working paper series
14
Review of quantitative finance and accounting
12
Discussion paper
11
Economic modelling
11
International review of economics & finance : IREF
11
International review of financial analysis
11
Working paper series / European Central Bank
11
Applied economics
10
Discussion paper / Tinbergen Institute
10
Journal of financial stability
10
The European journal of finance
10
The journal of credit risk : published quarterly by Incisive Media
10
Bundesbank Series 2 Discussion Paper
9
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
European journal of operational research : EJOR
7
Journal of economic dynamics & control
7
Research in international business and finance
7
Research paper series / Swiss Finance Institute
7
The journal of risk model validation
7
Applied economics letters
6
Applied financial economics
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BIS working papers
6
CESifo working papers
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CFS working paper series
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ECB Working Paper
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International journal of finance & economics : IJFE
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Journal of empirical finance
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Journal of international money and finance
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ECONIS (ZBW)
22
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1
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
2
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
3
Persistent crises and levered asset prices
Kuehn, Lars-Alexander
;
Schreindorfer, David
;
Schulz, Florian
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2571-2616
Persistent link: https://www.econbiz.de/10014320692
Saved in:
4
On the information content of credit ratings and market-based measures of default risk
Gredil, Oleg R.
;
Kapadia, Nishad
;
Lee, Jung H.
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 172-204
Persistent link: https://www.econbiz.de/10013482171
Saved in:
5
Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
Saved in:
6
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
7
What drives racial and ethnic differences in high-cost mortgages? : the role of high-risk lenders
Bayer, Patrick J.
;
Ferreira, Fernando Vendramel
;
Ross, …
- In:
The review of financial studies
31
(
2018
)
1
,
pp. 175-205
Persistent link: https://www.econbiz.de/10011924620
Saved in:
8
Global relation between financial distress and equity returns
Gao, Pengjie
;
Parsons, Christopher A.
;
Shen, Jianfeng
- In:
The review of financial studies
31
(
2018
)
1
,
pp. 239-277
Persistent link: https://www.econbiz.de/10011924626
Saved in:
9
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:
10
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
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