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~subject:"Risikoprämie"
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Search: subject_exact:"Credit risk"
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Risikoprämie
Credit risk
5,033
Kreditrisiko
4,801
Kreditgeschäft
1,242
Bank lending
1,236
Theory
1,137
Theorie
1,136
Bank
891
Insolvenz
864
Insolvency
863
Credit rating
770
Kreditwürdigkeit
768
Financial crisis
690
Finanzkrise
679
Risk management
617
Risikomanagement
616
Kreditderivat
580
Credit derivative
575
Bank risk
550
Bankrisiko
549
Basel Accord
538
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538
Credit
495
Kredit
477
Yield curve
407
Zinsstruktur
407
Welt
391
World
391
Risk premium
378
Financial services
368
Finanzdienstleistung
368
Portfolio selection
359
Portfolio-Management
359
Mortgage
357
credit risk
356
Hypothek
355
Corporate bond
320
Unternehmensanleihe
320
Risk
314
Estimation
313
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35
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336
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33
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33
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6
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1
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Chernov, Mikhail
6
Wang, Xingchun
6
Longstaff, Francis A.
4
Acharya, Viral V.
3
Augustin, Patrick
3
Bai, Jennie
3
Cesa-Bianchi, Ambrogio
3
Doshi, Hitesh
3
Dunn, Brett R.
3
Hammoudeh, Shawkat
3
Jacobs, Kris
3
Johnson, Tim
3
Lin, Ming-Tsung
3
Montes, Gabriel Caldas
3
Nyborg, Kjell G.
3
Serrano, Pedro
3
Shahzad, Syed Jawad Hussain
3
Wei, Shang-jin
3
Wu, Eliza
3
Ahsan, Amirul
2
Arakelyan, Armen
2
Azad, A. S. M. Sohel
2
Binici, Mahir
2
Bouri, Elie
2
Bratis, Theodoros
2
Byström, Hans N. E.
2
Calice, Giovanni
2
Camba-Méndez, Gonzalo
2
Cevik, Emrah Ismail
2
Chan, Kam C.
2
Chari, Anusha
2
Chazi, Abdelaziz
2
Christoffersen, Peter F.
2
Cooper, Peter
2
Corvino, Raffaele
2
Creal, Drew
2
De Santis, Roberto A.
2
Drago, Danilo
2
Du, Ding
2
Fabozzi, Frank J.
2
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Finance research letters
16
Journal of financial economics
16
International review of economics & finance : IREF
14
Journal of financial stability
14
Discussion papers / CEPR
12
Journal of banking & finance
12
Journal of international financial markets, institutions & money
11
Journal of international money and finance
11
Research in international business and finance
11
Review of quantitative finance and accounting
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of empirical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Applied economics
7
Economic modelling
7
International review of financial analysis
7
Pacific-Basin finance journal
7
The European journal of finance
7
Working paper / National Bureau of Economic Research, Inc.
7
Review of derivatives research
6
Journal of financial markets
5
Journal of international economics
5
Review of finance : journal of the European Finance Association
5
Discussion paper / Centre for Economic Policy Research
4
European journal of operational research : EJOR
4
The journal of credit risk : published quarterly by Incisive Media
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International journal of finance & economics : IJFE
3
International journal of financial engineering
3
Journal of financial econometrics
3
Journal of mathematical finance
3
Journal of monetary economics
3
Journal of multinational financial management
3
Research paper series / Swiss Finance Institute
3
Swiss Finance Institute Research Paper
3
The journal of asset management
3
The journal of corporate finance : contracting, governance and organization
3
The review of financial studies
3
Accounting and finance
2
Asia-Pacific financial markets
2
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ECONIS (ZBW)
378
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91
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
92
Credit risk and the transmission of interest rate shocks
Palazzo, Berardino
;
Yamarthy, Ram
- In:
Journal of monetary economics
130
(
2022
),
pp. 120-136
Persistent link: https://www.econbiz.de/10013396267
Saved in:
93
The market risk premium for unsecured consumer credit risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4756-4801
Persistent link: https://www.econbiz.de/10013400137
Saved in:
94
Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Acharya, Viral V.
;
Gündüz, Yalın
;
Johnson, Tim
- In:
Journal of financial intermediation
50
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013348118
Saved in:
95
Spread determinants in corporate bond pricing : the effect of ,arket and liquidity risks
Özdemir-Dilidüzgün, Menevşe
;
Altıok Yılmaz, Ayşe
; …
- In:
Panoeconomicus
69
(
2022
)
3
,
pp. 407-425
Persistent link: https://www.econbiz.de/10013352809
Saved in:
96
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
97
Do markets value ESG risks in sovereign credit curves?
Hübel, Benjamin
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 134-148
Persistent link: https://www.econbiz.de/10013336084
Saved in:
98
CDS spreads and COVID-19 pandemic
Apergēs, Nikolaos
;
Danuletiu, Dan
;
Xu, Bing
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013412804
Saved in:
99
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
100
Banking networks, systemic risk, and the credit cycle in emerging markets
Das, Sanjiv R.
;
Kalimipalli, Madhu
;
Nayak, Subhankar
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013533161
Saved in:
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