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~language:"eng"
~person:"Gouriéroux, Christian"
~subject:"Finanzdienstleistung"
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Search: subject:"Kreditrisiko"
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Finanzdienstleistung
Credit risk
31
Kreditrisiko
31
Theorie
18
Theory
18
Yield curve
7
Zinsstruktur
7
Credit derivative
6
Insolvency
6
Insolvenz
6
Kreditderivat
6
Ansteckungseffekt
5
Contagion effect
5
Derivat
5
Derivative
5
Financial crisis
5
Finanzkrise
5
Portfolio selection
5
Portfolio-Management
5
Risiko
5
Risikomaß
5
Risk
5
Risk measure
5
Correlation
4
Credit rating
4
Estimation theory
4
Financial services
4
Korrelation
4
Kreditwürdigkeit
4
Risikoprämie
4
Risk premium
4
Schätztheorie
4
Systemic risk
4
Systemrisiko
4
Basel Accord
3
Basler Akkord
3
Contagion
3
Corporate bond
3
Estimation
3
Markov chain
3
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Gouriéroux, Christian
Capponi, Agostino
7
Jacobs, Michael <Jr.>
7
Saunders, Anthony
7
Andreeva, Galina
6
Brigo, Damiano
6
Cont, Rama
6
Cornett, Marcia Millon
6
Crook, Jonathan N.
6
Roesch, Daniel
6
Altman, Edward I.
5
Dimitrov, Daniel
5
Engle, Robert F.
5
Grammatikos, Theoharry
5
McDonald, Robert L.
5
Memmel, Christoph
5
Michala, Dimitra
5
Wijnbergen, Sweder van
5
Wilkens, Sascha
5
Acharya, Viral V.
4
Albanese, Claudio
4
Berner, Richard B.
4
Bielecki, Tomasz R.
4
Bo, Lijun
4
Chi, Guotai
4
Fantazzini, Dean
4
Giudici, Paolo
4
Glasserman, Paul
4
Grundke, Peter
4
Gündüz, Yalin
4
Jagtiani, Julapa
4
Jung, Hyeyoon
4
Kanno, Masayasu
4
Monfort, Alain
4
Oertel, Frank
4
Paddrik, Mark
4
Reitz, Stefan
4
Rösch, Daniel
4
Sagara, Megumi
4
Stroebel, Johannes
4
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Journal of banking & finance
1
Review of finance : journal of the European Finance Association
1
The journal of credit risk : published quarterly by Incisive Media
1
Working papers / TSE : WP
1
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ECONIS (ZBW)
4
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
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:
3
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
4
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
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