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~isPartOf:"Journal of banking & finance"
~subject:"Kreditrisiko"
~subject:"Risk premium"
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Kreditrisiko
Risk premium
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Journal of banking & finance
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of financial economics
4
The journal of credit risk : published quarterly by Incisive Media
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Interest rate modelling after the financial crisis
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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1
Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek
;
Seifried, Stefanie
;
Seifried, Frank …
- In:
Journal of banking & finance
78
(
2017
),
pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
Saved in:
2
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
3
Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
48
(
2014
),
pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
Saved in:
4
Regime dependent determinants of credit dafault swap spreads
Alexander, Carol
;
Kaeck, Andreas
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10003733793
Saved in:
5
Default risk in a market model
Lotz, Christopher
;
Schlögl, Lutz
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 301-327
Persistent link: https://www.econbiz.de/10001432996
Saved in:
6
Determinants of interest rate swap spreads
Lang, Larry H. P.
- In:
Journal of banking & finance
22
(
1998
)
12
,
pp. 1507-1532
Persistent link: https://www.econbiz.de/10001252588
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