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~isPartOf:"Review of finance : journal of the European Finance Association"
~subject:"Kreditderivat"
~type_genre:"Aufsatz in Zeitschrift"
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Kreditderivat
Risikoprämie
51
Risk premium
51
CAPM
16
Capital income
15
Kapitaleinkommen
15
Yield curve
14
Zinsstruktur
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Estimation
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Theorie
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Credit derivative
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Aufsatz in Zeitschrift
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Anginer, Deniz
1
Berndt, Antje
1
Christoffersen, Peter F.
1
Delatte, Anne-Laure
1
Douglas, Rohan
1
Duffie, Darrell
1
Ferguson, Mark
1
Fouquau, Julien
1
Gouriéroux, Christian
1
Hu, May
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Jacobs, Kris
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Jarrow, Robert A.
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Jin, Xisong
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Langlois, Hugues
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Li, Haitao
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Monfort, Alain
1
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1
Portes, Richard
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Renne, Jean-Paul
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Schnabel, Isabel
1
Schäfer, Alexander
1
Weder, Beatrice
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Review of finance : journal of the European Finance Association
Journal of banking & finance
19
Journal of international financial markets, institutions & money
11
Journal of empirical finance
10
Journal of international money and finance
9
Journal of financial stability
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of fixed income
8
Finance research letters
7
International review of financial analysis
7
Economic modelling
6
International review of economics & finance : IREF
6
Research in international business and finance
6
Review of quantitative finance and accounting
6
Journal of financial economics
5
Journal of risk and financial management : JRFM
5
Applied economics
4
Review of derivatives research
4
The journal of credit risk : published quarterly by Incisive Media
4
Economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Energy economics
3
International journal of economics and finance
3
Journal of economic dynamics & control
3
Journal of monetary economics
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of financial studies
3
Applied financial economics
2
Applied mathematical finance
2
Asia-Pacific journal of financial studies
2
Emerging markets review
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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International Journal of Financial Studies : open access journal
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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Investment management and financial innovations
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Journal of Asian economics
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Journal of East Asian economic integration
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Journal of business economics and management
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7
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
2
Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.
;
Li, Haitao
;
Ye, Xiaoxia
;
Hu, May
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
Saved in:
3
Corporate credit risk premia
Berndt, Antje
;
Douglas, Rohan
;
Duffie, Darrell
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 419-454
Persistent link: https://www.econbiz.de/10011990801
Saved in:
4
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
5
Is there a distress risk anomaly? : pricing of systematic default risk in the cross-section of equity returns
Anginer, Deniz
;
Yıldızhan, Çelim
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 633-660
Persistent link: https://www.econbiz.de/10011991281
Saved in:
6
Regime-dependent sovereign risk pricing during the euro crisis
Delatte, Anne-Laure
;
Fouquau, Julien
;
Portes, Richard
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 363-385
Persistent link: https://www.econbiz.de/10011778601
Saved in:
7
Financial sector reform after the subprime crisis : has anything happened?
Schäfer, Alexander
;
Schnabel, Isabel
;
Weder, Beatrice
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
1
,
pp. 77-125
Persistent link: https://www.econbiz.de/10011590255
Saved in:
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