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~person:"Dell'Ariccia, Giovanni"
~person:"Fabozzi, Frank J."
~person:"Hammoudeh, Shawkat"
~type_genre:"Article in journal"
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Credit derivative
31
Kreditderivat
31
Credit risk
27
Kreditrisiko
27
Yield curve
18
Zinsstruktur
18
USA
17
United States
17
Theorie
15
Theory
15
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13
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13
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12
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11
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10
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9
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Dell'Ariccia, Giovanni
Fabozzi, Frank J.
Hammoudeh, Shawkat
Hasan, Iftekhar
97
Berger, Allen N.
85
Fadzlan Sufian
82
Ongena, Steven
78
Hassan, M. Kabir
72
Molyneux, Philip
71
Weill, Laurent
71
Saunders, Anthony
57
Ghosh, Saibal
55
Shen, Chung-hua
49
Agarwal, Sumit
48
Tarazi, Amine
48
Böhringer, Christoph
46
Carbó Valverde, Santiago
46
Gambacorta, Leonardo
46
Jarrow, Robert A.
46
Apergēs, Nikolaos
44
Tabak, Benjamin Miranda
44
Acharya, Viral V.
43
Wilson, John O. S.
42
DeYoung, Robert
41
Tsionas, Efthymios G.
41
Batten, Jonathan A.
40
Beck, Thorsten
40
Rösch, Daniel
39
Girardone, Claudia
38
Lee, Chien-chiang
37
Schiereck, Dirk
37
Delēs, Manthos D.
36
Matousek, Roman
36
Pasiouras, Fotios
36
Altman, Edward I.
35
Ferri, Giovanni
35
Shaffer, Sherrill
35
Chevallier, Julien
34
McKillop, Donal G.
34
Tan, Yong
34
Turvey, Calum Greig
34
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The journal of fixed income
11
Energy economics
10
Applied economics
5
Finance research letters
3
International review of economics & finance : IREF
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of money, credit and banking : JMCB
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of finance : the journal of the American Finance Association
3
Computational economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of banking & finance
2
Journal of financial intermediation
2
Journal of international financial markets, institutions & money
2
Annals of finance
1
Applied financial economics
1
Brookings papers on economic activity : BPEA
1
Economic modelling
1
Economic policy : a European forum
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
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1
European economic review : EER
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Financial markets, institutions & instruments
1
Insurance / Mathematics & economics
1
International journal of central banking : IJCB
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of financial engineering
1
Journal of financial services research
1
Journal of housing economics
1
Journal of international money and finance
1
Post-communist economies
1
Review of quantitative finance and accounting
1
Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
90
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1
How much do investors rely on
credit
ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
2
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat
;
Mensi, Walid
;
Cho, Jin Seo
- In:
International economics : a journal published by CEPII …
170
(
2022
),
pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
Saved in:
3
Dynamic nonlinear impacts of oil price returns and financial uncertainties on
credit
risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
4
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:
5
Intensified competition and the impact on
credit
ratings in the RMBS market
Breemen, Vivian van
;
Fabozzi, Frank J.
;
Vink, Dennis
- In:
Financial markets, institutions & instruments
32
(
2023
)
2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014252236
Saved in:
6
Impact of Basel III liquidity regulations on US Bank performance in different conditional profitability spectrums
Veeramoothoo, Sathiavanee
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014225807
Saved in:
7
Industry-level determinants of the linkage between
credit
and stock markets
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
;
Hammoudeh, …
- In:
Applied economics
50
(
2018
)
49
,
pp. 5277-5301
Persistent link: https://www.econbiz.de/10012062147
Saved in:
8
Distribution specific dependence and causality between industry-level U.S.
credit
and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
9
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:
10
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
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