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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Corporate bond"
~subject:"Kreditversicherung"
~subject:"Theory"
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Search: subject_exact:"CDO (Collateralized debt obligations)"
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Corporate bond
Kreditversicherung
Theory
Credit derivative
30
Kreditderivat
30
Credit risk
22
Kreditrisiko
22
Theorie
16
Derivat
9
Derivative
9
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credit default swap (CDS)
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credit default swaps
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18
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Anagnostou, Ioannis
1
Andersson, Andreas
1
Bansal, Matulya
1
Ehrhardt, Matthias
1
Eifert, Márton
1
Entrop, Oliver
1
Fenger, Christian
1
Gatarek, Dariusz
1
Harju, Antti J.
1
Jabłecki, Juliusz
1
Jönsson, Henrik
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Kandhai, Drona
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Koziol, Christian
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Mai, Jan-Frederik
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Mashele, Phillip
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McLeish, Don L.
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Metzler, Adam
1
Neske, Frederick
1
Sanchez Rivero, Javier
1
Scherer, Matthias
1
Schiemert, Richard
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Schoutens, Wim
1
Schön, Thomas
1
Sepp, Artur
1
Sourabh, Sumit
1
Umeorah, Nneka
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Vanini, Paolo
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Vrins, Frédéric D.
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
24
International journal of theoretical and applied finance
23
The journal of fixed income
14
Journal of financial economics
13
NBER Working Paper
10
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Centre for Economic Policy Research
9
Finance and economics discussion series
9
The review of financial studies
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Working paper series / European Central Bank
8
ECB Working Paper
7
Economic modelling
7
Finance research letters
7
Journal of empirical finance
7
Journal of international financial markets, institutions & money
7
SFB 649 discussion paper
7
The Oxford handbook of credit derivatives
7
The journal of futures markets
7
Time for a visible hand : lessons from the 2008 world financial crisis
7
FEDS Working Paper
6
International review of financial analysis
6
Journal of financial and quantitative analysis : JFQA
6
Research paper series / Swiss Finance Institute
6
Review of derivatives research
6
Discussion paper
5
European financial management : the journal of the European Financial Management Association
5
Financial stability review : FSR
5
Journal of financial markets
5
Journal of financial services research : JFSR
5
Research in international business and finance
5
Review of finance : journal of the European Finance Association
5
SpringerLink / Bücher
5
The European journal of finance
5
The accounting review : a publication of the American Accounting Association
5
The journal of corporate finance : contracting, governance and organization
5
Williams College Economics Department working paper series
5
Working papers in economics
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
6
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
Saved in:
7
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
Saved in:
8
Time series models for credit default swap premiums
Eifert, Márton
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 21-44
Persistent link: https://www.econbiz.de/10011380101
Saved in:
9
Valuation differences between credit default swap and corporate bond markets
Entrop, Oliver
;
Schiemert, Richard
;
Wilkens, Marco
- In:
The journal of credit risk : published quarterly by …
9
(
2013/14
)
4
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233818
Saved in:
10
Credit default swap spreads, fair-value spreads and interest rate dynamics
Yeh, Andy Jia-yuh
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 53-129
Persistent link: https://www.econbiz.de/10009700464
Saved in:
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