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~person:"Giesecke, Kay"
~subject:"Insolvenz"
~subject:"Yield curve"
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Search: subject:"Incomplete information"
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Insolvenz
Yield curve
Theorie
6
Theory
6
Unvollkommene Information
6
Credit risk
5
Kreditrisiko
5
Zinsstruktur
5
incomplete information
5
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4
Incomplete information
4
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default clustering
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Giesecke, Kay
Acharya, Viral V.
8
Bacchetta, Philippe
8
Yorulmazer, Tanju
8
Gale, Douglas
7
Van Wincoop, Eric
7
Mönch, Emanuel
5
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4
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3
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3
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3
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Duffie, Darrell
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Einav, Liran
2
Eraslan, Hülya
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2
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2
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Journal of economic dynamics & control
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ECONIS (ZBW)
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Correlated defaults,
incomplete
information
, and the term structure of credit spreads
Giesecke, Kay
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639703
Saved in:
2
Default compensator,
incomplete
information
, and the term structure of credit spreads
Giesecke, Kay
-
2001
informational asymmetries. While bond investors observe default incidents, we suppose that they have
incomplete
information
on the … structure is always decreasing with strictly positive spreads. --
incomplete
information
; compensator ; credit spreads …
Persistent link: https://www.econbiz.de/10009620780
Saved in:
3
Correlated default with
incomplete
information
Giesecke, Kay
-
2001
We propose a model of correlated multi-firm default with
incomplete
information
. While public bond investors observe … issuers' assets follow geometric Brownian motions and bond investors' threshold prior is uniform. --
incomplete
information
…
Persistent link: https://www.econbiz.de/10009621426
Saved in:
4
Default and information
Giesecke, Kay
- In:
Journal of economic dynamics & control
30
(
2006
)
11
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10003389833
Saved in:
5
Default compensator,
incomplete
information
, and the term structure of credit spreads
Giesecke, Kay
-
2002
Persistent link: https://www.econbiz.de/10001656712
Saved in:
6
Correlated defaults,
incomplete
information
, and the term structure of credit spreads
Giesecke, Kay
-
2001
Persistent link: https://www.econbiz.de/10001646775
Saved in:
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