//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"ell"
~language:"eng"
~language:"ukr"
~person:"Fabozzi, Frank J."
~person:"Jacobs, Kris"
~subject:"Credit derivative"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Credit derivative
Theorie
101
Theory
101
Portfolio selection
78
Portfolio-Management
78
USA
52
United States
52
Option pricing theory
49
Optionspreistheorie
49
Volatility
41
Volatilität
41
CAPM
37
Capital income
36
Kapitaleinkommen
36
Risikoprämie
34
Risk premium
34
Estimation
30
Schätzung
30
Stochastic process
29
Stochastischer Prozess
29
Statistical distribution
26
Statistische Verteilung
26
Credit risk
23
Kreditrisiko
23
ARCH model
22
ARCH-Modell
22
Yield curve
22
Zinsstruktur
22
Forecasting model
20
Prognoseverfahren
20
Risk management
20
Derivat
19
Derivative
19
Kreditderivat
19
Risikomanagement
19
Börsenkurs
18
Risikomaß
18
Risk measure
18
Share price
18
Welt
17
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
19
Aufsatz im Buch
4
Book section
4
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
Modern Greek (1453-)
English
Ukrainian
Author
All
Fabozzi, Frank J.
Jacobs, Kris
Hammoudeh, Shawkat
18
Tang, Dragon Yongjun
12
Kiesel, Florian
11
Shahzad, Syed Jawad Hussain
11
Zhang, Gaiyan
11
Augustin, Patrick
10
Naifar, Nader
10
Schiereck, Dirk
10
Silva, Paulo Pereira da
10
Scheicher, Martin
9
Zhong, Zhaodong
9
Apergēs, Nikolaos
8
Calice, Giovanni
8
Capponi, Agostino
8
Gex, Mathieu
8
Wang, Xinjie
8
Zhu, Lu
8
Chen, Ren-Raw
7
Hamori, Shigeyuki
7
Hull, John
7
Li, Jianping
7
Lovreta, Lidija
7
Mayordomo, Sergio
7
Park, Yuen Jung
7
Pavlova, Ivelina
7
Subrahmanyam, Marti G.
7
Sun, Xiaolei
7
White, Alan
7
Adelson, Mark
6
Benbouzid, Nadia
6
Bouri, Elie
6
Brigo, Damiano
6
Cathcart, Lara
6
Coudert, Virginie
6
DeBoyrie, Maria Eugenia
6
Giacometti, Rosella
6
Hu, Nan
6
Jahel, Lina el
6
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
3
The journal of fixed income
3
Annals of finance
1
Applied financial economics
1
Computational economics
1
Economics letters
1
Finance research letters
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of international money and finance
1
Review of asset pricing studies
1
Review of finance : journal of the European Finance Association
1
The journal of structured finance
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
2
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
3
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:
4
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
5
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
6
Economic and financial determinants of credit risk premiums in the sovereign CDS market
Doshi, Hitesh
;
Jacobs, Kris
;
Zurita, Virgilio
- In:
Review of asset pricing studies
7
(
2017
)
1
,
pp. 43-80
Persistent link: https://www.econbiz.de/10011734551
Saved in:
7
Predictability dynamics of emerging sovereign CDS markets
Sensoy, Ahmet
;
Fabozzi, Frank J.
;
Eraslan, Veysel
- In:
Economics letters
161
(
2017
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011903820
Saved in:
8
Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
- In:
Journal of international money and finance
65
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
Saved in:
9
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
10
The cross section of recovery rates and default probabilities implied by credit default swap spreads
Elkamhi, Redouane
;
Jacobs, Kris
;
Pan, Xuhui
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10010408536
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->