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subject:"Credit risk"
~isPartOf:"Computational economics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Credit risk
Risikomaß
38
Risk measure
38
Theorie
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Portfolio-Management
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11
Risiko
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Alvarez, Susana
1
Baixauli, J. Samuel
1
Caballero, Julián
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Ma, Yong
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Nirei, Makoto
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Sushko, Vladyslav
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Xu, Weidong
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Computational economics
Journal of banking & finance
22
The journal of credit risk : published quarterly by Incisive Media
19
Journal of risk
12
Journal of risk management in financial institutions
11
Risks : open access journal
11
The journal of risk model validation
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Discussion paper / Tinbergen Institute
8
Insurance / Mathematics & economics
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Journal of financial services research : JFSR
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Discussion paper / Deutsche Bundesbank
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European journal of operational research : EJOR
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Journal of international financial markets, institutions & money
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School of Accounting, Finance and Economics & FEMARC working paper series
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Economic modelling
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International journal of theoretical and applied finance
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Research paper series / Swiss Finance Institute
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Discussion paper
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Dresdner Beiträge zu quantitativen Verfahren
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Finance research letters
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of structured finance
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International journal of economics and financial issues : IJEFI
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Management science : journal of the Institute for Operations Research and the Management Sciences
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BIS working papers
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European financial management : the journal of the European Financial Management Association
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Finance and stochastics
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HKIMR working paper
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International journal of forecasting
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International review of financial analysis
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Journal of financial regulation and compliance : an international journal
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Journal of financial stability
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Sveriges Riksbank working paper series
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Swiss Finance Institute Research Paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The journal of computational finance
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The journal of fixed income
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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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ECONIS (ZBW)
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Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong
;
Zhang, Zhengjun
;
Zhang, Weiguo
;
Xu, Weidong
- In:
Computational economics
45
(
2015
)
4
,
pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Saved in:
2
Bank capital shock propagation via syndicated interconnectedness
Nirei, Makoto
;
Sushko, Vladyslav
;
Caballero, Julián
- In:
Computational economics
47
(
2015
)
1
,
pp. 67-96
Persistent link: https://www.econbiz.de/10011443423
Saved in:
3
Implied severity density estimation : an extended semiparametric method to compute credit value at risk
Baixauli, J. Samuel
;
Alvarez, Susana
- In:
Computational economics
40
(
2012
)
2
,
pp. 115-129
Persistent link: https://www.econbiz.de/10009627482
Saved in:
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