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Search: subject_exact:"Insolvenz"
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Theory
Insolvency
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Credit risk
37
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Blanc-Brude, Frédéric
2
Das, Sanjiv R.
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Geng, Gary
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Hasan, Majid
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Assing, Andrew
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Batta, George
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Benzchawel, Terry
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Cathcart, Lara
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The journal of fixed income
Working paper / National Bureau of Economic Research, Inc.
45
NBER working paper series
44
Journal of banking & finance
39
NBER Working Paper
38
Journal of financial economics
30
Insurance / Mathematics & economics
25
The review of financial studies
25
European journal of operational research : EJOR
24
Journal of economic dynamics & control
22
Discussion paper / Centre for Economic Policy Research
21
The journal of credit risk : published quarterly by Incisive Media
21
Working papers / Federal Reserve Bank of Philadelphia, Research Department
21
The journal of corporate finance : contracting, governance and organization
19
Discussion paper / Center for Economic Research, Tilburg University
18
The journal of finance : the journal of the American Finance Association
17
FRB of Philadelphia Working Paper
16
The journal of real estate finance and economics
16
Discussion paper / Tinbergen Institute
15
Economic modelling
15
Finance and economics discussion series
15
International review of financial analysis
15
International review of law and economics
15
Discussion paper
14
Economic theory : official journal of the Society for the Advancement of Economic Theory
14
International journal of theoretical and applied finance
14
Working paper
14
CESifo working papers
13
Computational economics
13
Cowles Foundation discussion paper
12
Economics letters
12
European economic review : EER
12
Finance research letters
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Journal of financial intermediation
12
Journal of financial stability
12
Journal of monetary economics
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Applied economics
11
Discussion papers / CEPR
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The journal of law, economics, & organization
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ECONIS (ZBW)
20
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1
Implications of default information leakage on recoveries
Mao-Wei, Hung
;
Tsai, Wen-Hsin
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 22-37
Persistent link: https://www.econbiz.de/10012253563
Saved in:
2
Default risk characteristics of construction surety bonds
Kim, Hyeongjun
;
Cho, Hoon
;
Ryu, Doojin
- In:
The journal of fixed income
29
(
2019
)
1
,
pp. 77-87
Persistent link: https://www.econbiz.de/10012253490
Saved in:
3
You can work it out! : valuation and recovery of private debt with a renegotiable default threshold
Hasan, Majid
;
Blanc-Brude, Frédéric
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 113-127
Persistent link: https://www.econbiz.de/10011684776
Saved in:
4
A structural model of credit risk for illiquid debt
Blanc-Brude, Frédéric
;
Hasan, Majid
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 6-19
Persistent link: https://www.econbiz.de/10011660746
Saved in:
5
Forecasting sovereign default risk with Merton's model
Duyvesteyn, Johan
;
Martens, Martin
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 58-71
Persistent link: https://www.econbiz.de/10011399885
Saved in:
6
The impact of equity misvaluation on predictive accuracy of bankruptcy models
Batta, George
;
Wongsunwai, Wan
- In:
The journal of fixed income
24
(
2014
)
2
,
pp. 5-18
Persistent link: https://www.econbiz.de/10011660665
Saved in:
7
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:
8
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
9
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:
10
Modeling ultimate loss given default on corporate debt
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 6-20
Persistent link: https://www.econbiz.de/10009314976
Saved in:
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