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subject:"Derivative"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Credit risk"
~subject:"Risk premium"
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Search: subject_exact:"Credit default swap"
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Derivative
Credit risk
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Credit derivative
30
Kreditderivat
30
Kreditrisiko
22
Theorie
16
Theory
16
Derivat
9
Insolvency
9
Insolvenz
9
Credit rating
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credit default swap (CDS)
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credit default swaps
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Bansal, Matulya
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
47
International journal of theoretical and applied finance
27
International review of financial analysis
27
Journal of financial stability
27
The journal of fixed income
27
Finance research letters
24
Journal of financial economics
24
Journal of international financial markets, institutions & money
24
Journal of empirical finance
19
Journal of international money and finance
18
Research paper series / Swiss Finance Institute
18
The North American journal of economics and finance : a journal of financial economics studies
17
The journal of futures markets
16
Applied economics
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Economic modelling
14
NBER Working Paper
14
NBER working paper series
14
Review of quantitative finance and accounting
14
Discussion paper
13
International review of economics & finance : IREF
13
The European journal of finance
13
Working paper series / European Central Bank
13
Finance and economics discussion series
12
Research in international business and finance
12
Review of finance : journal of the European Finance Association
12
ECB Working Paper
11
Review of derivatives research
11
The journal of corporate finance : contracting, governance and organization
11
Working paper / National Bureau of Economic Research, Inc.
11
Economics letters
10
Working paper series
10
Discussion paper / Tinbergen Institute
9
Quantitative finance
9
SFB 649 discussion paper
9
Staff reports / Federal Reserve Bank of New York
9
Swiss Finance Institute Research Paper
9
The review of financial studies
9
European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
23
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1
Sovereign credit risk modeling using machine learning : a novel approach to sovereign credit risk incorporating private sector and sustainability risks
Anand, Arsh
;
Baesens, Bart
;
Vanpée, Rosanne
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 105-154
Persistent link: https://www.econbiz.de/10014488699
Saved in:
2
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
3
IFRS 9 compliant economic adjustment of expected credit loss modeling
Gubareva, Mariya
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 29-66
Persistent link: https://www.econbiz.de/10012298993
Saved in:
4
Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
Saved in:
5
Stressed distance to default and default risk
Guo, Nan
;
Li, Lingfei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
Saved in:
6
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
7
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
8
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis
;
Sanchez Rivero, Javier
;
Sourabh, Sumit
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
Saved in:
9
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
10
Creditwatches and their impact on financial markets
Kiesel, Florian
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 47-71
Persistent link: https://www.econbiz.de/10011670750
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