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~person:"Gouriéroux, Christian"
~subject:"Insolvency"
~subject:"Kreditwürdigkeit"
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Insolvency
Kreditwürdigkeit
Credit risk
33
Kreditrisiko
33
Theorie
20
Theory
20
Insolvenz
7
Yield curve
7
Zinsstruktur
7
Credit derivative
6
Kreditderivat
6
Ansteckungseffekt
5
Contagion effect
5
Correlation
5
Derivat
5
Derivative
5
Financial crisis
5
Finanzkrise
5
Korrelation
5
Portfolio selection
5
Portfolio-Management
5
Risiko
5
Risikomaß
5
Risk
5
Risk measure
5
Credit rating
4
Estimation theory
4
Financial services
4
Finanzdienstleistung
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
Altman, Edward I.
31
Rösch, Daniel
30
Acharya, Viral V.
26
Agarwal, Sumit
22
Schuermann, Til
21
Scheule, Harald
17
Giesecke, Kay
16
Chi, Guotai
15
Chomsisengphet, Souphala
15
Pesaran, M. Hashem
15
An, Xudong
14
Szczesny, Andrea
14
Degryse, Hans
13
Deng, Yongheng
13
Gambacorta, Leonardo
13
Ongena, Steven
13
Tang, Dragon Yongjun
13
Crook, Jonathan N.
12
Efing, Matthias
12
Krahnen, Jan Pieter
12
Löffler, Gunter
12
Roszbach, Kasper
12
Strebulaev, Ilya A.
12
Andreeva, Galina
11
Calem, Paul Seth
11
Fabozzi, Frank J.
11
Hamerle, Alfred
11
Mues, Christophe
11
Roesch, Daniel
11
Treutler, Björn-Jakob
11
Capponi, Agostino
10
Frame, W. Scott
10
Kelly, Robert
10
Kiefer, Nicholas Maximilian
10
Krämer, Walter
10
Monfort, Alain
10
Saunders, Anthony
10
Tsomocos, Dimitrios P.
10
Yoshino, Naoyuki
10
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Journal of banking & finance
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Documents de travail / Banque de France
1
Journal of econometrics
1
Journal of empirical 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
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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
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
4
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2013
Persistent link: https://www.econbiz.de/10010200005
Saved in:
5
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:
6
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
7
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
8
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
Saved in:
9
La corrélation de migration : méthode d'estimation et application aux historiques de notation des entreprises françaises
Foulcher, S.
;
Gouriéroux, Christian
;
Tiomo, André
- In:
Annales d'économie et de statistique
82
(
2006
),
pp. 71-101
Persistent link: https://www.econbiz.de/10003510993
Saved in:
10
Migration correlation : definition and efficient estimation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 865-894
Persistent link: https://www.econbiz.de/10002600307
Saved in:
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