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Credit derivative
Risikoprämie
53
Risk premium
53
CAPM
19
Theorie
17
Theory
17
Estimation
15
Schätzung
15
Capital income
10
Kapitaleinkommen
10
Volatility
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Volatilität
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Risiko
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Risk
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Aktienmarkt
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Börsenkurs
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Credit risk
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Kreditrisiko
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Share price
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Yield curve
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Exchange rate
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Wechselkurs
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Kreditderivat
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Emerging economies
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Equity premium
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Exchange rate risk
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Portfolio selection
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Portfolio-Management
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Schock
5
Schwellenländer
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Shock
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Währungsrisiko
5
Asset pricing
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Cointegration
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Country risk
4
Currency derivative
4
Devisenmarkt
4
Financial crisis
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Ferrer, Román
1
Gatfaoui, Hayette
1
Hammoudeh, Shawkat
1
Ibhagui, Oyakhilome
1
Kalotay, Egon
1
Liu, Feng
1
Naifar, Nader
1
Nor, Safwan Mohd
1
Peltonen, Tuomo
1
Shahzad, Syed Jawad Hussain
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Economic modelling
Journal of banking & finance
19
Journal of international financial markets, institutions & money
11
Journal of empirical finance
10
Journal of international money and finance
9
Journal of financial stability
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of fixed income
8
International review of financial analysis
7
NBER Working Paper
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NBER working paper series
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Review of finance : journal of the European Finance Association
7
ECB Working Paper
6
Finance research letters
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International review of economics & finance : IREF
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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Working paper series / European Central Bank
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Finance and economics discussion series
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Journal of financial economics
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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Working paper / National Bureau of Economic Research, Inc.
5
Applied economics
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Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Deutsche Bundesbank
4
Review of derivatives research
4
Swiss Finance Institute Research Paper
4
Temi di discussione / Banca d'Italia
4
The journal of credit risk : published quarterly by Incisive Media
4
Working paper
4
Working papers / Bank for International Settlements
4
BIS working papers
3
CESifo working papers
3
Discussion paper
3
Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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International journal of economics and finance
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ECONIS (ZBW)
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1
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
Saved in:
2
Assessing sovereign default risk : a bottom-up approach
Liu, Feng
;
Kalotay, Egon
;
Trück, Stefan
- In:
Economic modelling
70
(
2018
),
pp. 525-542
Persistent link: https://www.econbiz.de/10012027982
Saved in:
3
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
4
Asymmetric determinants of CDS spreads : U.S. industry-level evidence through the NARDL approach
Shahzad, Syed Jawad Hussain
;
Nor, Safwan Mohd
;
Ferrer, …
- In:
Economic modelling
60
(
2017
),
pp. 211-230
Persistent link: https://www.econbiz.de/10011734203
Saved in:
5
Disentangling the bond-CDS nexus : a stress test model of the CDS market
Vuillemey, Guillaume
;
Peltonen, Tuomo
- In:
Economic modelling
49
(
2015
),
pp. 32-45
Persistent link: https://www.econbiz.de/10011439475
Saved in:
6
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis
Naifar, Nader
- In:
Economic modelling
29
(
2012
)
2
,
pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
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