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Theorie
Yield curve
140
Zinsstruktur
140
Credit risk
122
Kreditrisiko
122
Theory
103
USA
96
United States
96
Insolvency
44
Insolvenz
44
Credit rating
42
Kreditwürdigkeit
42
Credit derivative
40
Kreditderivat
40
Anleihe
37
Bond
37
Corporate bond
33
Unternehmensanleihe
33
Estimation
32
Schätzung
32
Derivat
29
Derivative
29
Risikoprämie
28
Risk premium
28
Portfolio selection
24
Portfolio-Management
24
Government securities
22
Hypothek
22
Mortgage
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22
Staatspapier
22
Öffentliche Anleihe
22
CAPM
21
Swap
19
Option pricing theory
18
Optionspreistheorie
18
Capital income
16
Interest rate derivative
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Kapitaleinkommen
16
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Article
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English
103
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Blanc-Brude, Frédéric
2
Cathcart, Lara
2
Das, Sanjiv R.
2
Dorfleitner, Gregor
2
Durham, J. Benson
2
Hasan, Majid
2
Ho, Thomas S. Y.
2
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2
Ilmanen, Antti
2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
Asvanunt, Attakrit
1
Badak, Bransislav
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The journal of fixed income
Journal of money, credit and banking : JMCB
864
NBER working paper series
569
NBER Working Paper
504
Working paper / National Bureau of Economic Research, Inc.
408
Journal of banking & finance
368
CESifo working papers
306
Discussion paper / Centre for Economic Policy Research
306
Working paper series / European Central Bank
284
Working paper
248
IMF working papers
164
Economics letters
155
Journal of economic dynamics & control
154
Finance and economics discussion series
149
Journal of financial economics
146
Journal of monetary economics
146
Discussion paper series / IZA
142
Discussion paper
140
Economic modelling
130
Discussion papers / CEPR
126
ECB Working Paper
125
European economic review : EER
124
International journal of theoretical and applied finance
119
Europäische Hochschulschriften / 5
117
The review of financial studies
117
CESifo Working Paper Series
115
CREDIT research paper
114
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
112
SpringerLink / Bücher
110
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
106
European journal of operational research : EJOR
104
Discussion paper / Tinbergen Institute
102
SFB 649 discussion paper
102
The journal of credit risk : published quarterly by Incisive Media
101
IMF working paper
95
The journal of finance : the journal of the American Finance Association
95
Journal of financial intermediation
89
International review of economics & finance : IREF
88
Energy economics
87
Staff reports / Federal Reserve Bank of New York
86
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ECONIS (ZBW)
103
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1
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10
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103
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1
A robust decision support approach to portfolio risk reduction based on
credit
default swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
2
Implied asset value volatility from a new structural model of
credit
risk
Chen, James
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10012253566
Saved in:
3
Inferring default probabilities from
credit
spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
4
Calibrating
credit
risk dynamics in private infrastructure debt
Blanc-Brude, Frédéric
;
Hasan, Majid
;
Whittaker, Timothy
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 54-71
Persistent link: https://www.econbiz.de/10011900630
Saved in:
5
Assessment of
credit
risk models on Rule 144A corporate bonds
Johnson, Mark A.
;
Leggio, Karyl
;
Shin, Yoon S.
- In:
The journal of fixed income
28
(
2018
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10011963877
Saved in:
6
Estimating the joint probability of default using
credit
default swap and bond data
Pianeti, Riccardo
;
Giacometti, Rosella
;
Acerbis, Valentina
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 44-58
Persistent link: https://www.econbiz.de/10009532100
Saved in:
7
The
credit
risk premium
Asvanunt, Attakrit
;
Richardson, Scott
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 6-24
Persistent link: https://www.econbiz.de/10011684717
Saved in:
8
Negative
credit
spreads : liquidity and limits to arbitrage
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009314962
Saved in:
9
The effect of
credit
ratings on
credit
default swap spreads and
credit
spreads
Daniels, Kenneth N.
;
Jensen, Malene Shin
- In:
The journal of fixed income
15
(
2005
)
3
,
pp. 16-33
Persistent link: https://www.econbiz.de/10003303931
Saved in:
10
credit
default swap
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
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