//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Schätzung"
~subject:"Credit risk"
~isPartOf:"The journal of fixed income"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Liquidität"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Credit risk
Insolvency
62
Insolvenz
62
Kreditrisiko
41
USA
30
United States
30
Theorie
26
Theory
26
Liquidity
15
Liquidität
15
Anleihe
12
Bond
12
Corporate bond
12
Credit rating
12
Kreditwürdigkeit
12
Unternehmensanleihe
12
Yield curve
9
Zinsstruktur
9
Credit derivative
8
Kreditderivat
8
Risikoprämie
8
Risk premium
8
Estimation
7
Asset-Backed Securities
6
Asset-backed securities
6
Forecasting model
6
Prognoseverfahren
6
Bond market
5
Rentenmarkt
5
Betriebliche Liquidität
4
Corporate liquidity
4
Hypothek
4
Market liquidity
4
Marktliquidität
4
Mortgage
4
Probability theory
4
Swap
4
Wahrscheinlichkeitsrechnung
4
CAPM
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
Cantor, Richard
3
Das, Sanjiv R.
3
Geng, Gary
2
Jarrow, Robert A.
2
Acerbis, Valentina
1
Anthony, John
1
Ap Gwilym, Owain
1
Ashworth, Roger
1
Assing, Andrew
1
Benzchawel, Terry
1
Benzschawel, Terry
1
Bhanot, Karan
1
Blanc-Brude, Frédéric
1
Cathcart, Lara
1
Chen, Jiakai David
1
Chen, Ren-Raw
1
Chiluveru, Sudhir
1
Cho, Hoon
1
Danis, Michelle A.
1
Docherty, Paul
1
Duyvesteyn, Johan
1
Díaz Pérez, Antonio
1
Díaz, Anonio
1
Emery, Kenneth Manvel
1
Erturk, Erkan
1
Escribano, Ana
1
Fabozzi, Frank J.
1
Falkenstein, Eric G.
1
Fan, Rong
1
Fong, H. Gifford
1
Fridson, Martin S.
1
Garman, M. Christopher
1
Giacometti, Rosella
1
Goodman, Laurie Sharon
1
Guo, Liang
1
Haroon, Adoito
1
Hasan, Majid
1
Hayre, Lakhbir
1
Hayre, Lakhbir S.
1
Hsu, Jason C.
1
more ...
less ...
Published in...
All
The journal of fixed income
Journal of banking & finance
118
Journal of financial economics
47
The journal of credit risk : published quarterly by Incisive Media
46
Finance research letters
45
The journal of real estate finance and economics
38
NBER working paper series
36
Working paper / National Bureau of Economic Research, Inc.
34
Working papers / Federal Reserve Bank of Philadelphia, Research Department
33
Discussion papers / CEPR
32
International review of financial analysis
32
Applied economics
31
Journal of financial stability
30
Finance and economics discussion series
29
Economic modelling
28
European journal of operational research : EJOR
28
The journal of corporate finance : contracting, governance and organization
28
International review of economics & finance : IREF
27
NBER Working Paper
27
Journal of international financial markets, institutions & money
26
Pacific-Basin finance journal
26
Risks : open access journal
25
International journal of theoretical and applied finance
23
Working paper
22
Journal of empirical finance
21
Review of finance : journal of the European Finance Association
21
Applied economics letters
19
Journal of financial services research : JFSR
19
Review of quantitative finance and accounting
19
The North American journal of economics and finance : a journal of financial economics studies
19
Discussion paper
18
Journal of economic dynamics & control
18
Journal of risk and financial management : JRFM
18
Research in international business and finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Discussion paper / Centre for Economic Policy Research
17
Economics letters
17
Journal of money, credit and banking : JMCB
17
The European journal of finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
43
of
43
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Implications of default information leakage on recoveries
Mao-Wei, Hung
;
Tsai, Wen-Hsin
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 22-37
Persistent link: https://www.econbiz.de/10012253563
Saved in:
2
Default risk characteristics of construction surety bonds
Kim, Hyeongjun
;
Cho, Hoon
;
Ryu, Doojin
- In:
The journal of fixed income
29
(
2019
)
1
,
pp. 77-87
Persistent link: https://www.econbiz.de/10012253490
Saved in:
3
Credit rating and liquidity in the US corporate bond market
Díaz, Anonio
;
Escribano, Ana
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 46-59
Persistent link: https://www.econbiz.de/10012251380
Saved in:
4
Liquidity shocks in the secondary corporate loan market
Anthony, John
;
Docherty, Paul
;
Lee, Doowon
;
Shamsuddin, Abul
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 53-72
Persistent link: https://www.econbiz.de/10011684765
Saved in:
5
A structural model of credit risk for illiquid debt
Blanc-Brude, Frédéric
;
Hasan, Majid
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 6-19
Persistent link: https://www.econbiz.de/10011660746
Saved in:
6
Long-run relationship between default rates and macroeconomic variables in the US leveraged loan market
Ilg, Daniel
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 64-76
Persistent link: https://www.econbiz.de/10011292813
Saved in:
7
Forecasting sovereign default risk with Merton's model
Duyvesteyn, Johan
;
Martens, Martin
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 58-71
Persistent link: https://www.econbiz.de/10011399885
Saved in:
8
The impact of the October 2013 government shutdown and debt ceiling on U.S. treasury default risk
Nippani, Srinivas
;
Smith, Stanley D.
- In:
The journal of fixed income
24
(
2014
)
2
,
pp. 79-91
Persistent link: https://www.econbiz.de/10011660702
Saved in:
9
Going for broke : restructuring distressed debt portfolios
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 5-27
Persistent link: https://www.econbiz.de/10011293048
Saved in:
10
Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
Saved in:
11
Modeling prepayments and defaults for UK nonconforming RMBS
Kamra, Abhinav
;
Hayre, Lakhbir
;
Chiluveru, Sudhir
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10009670737
Saved in:
12
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
13
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
14
Estimating the joint probability of default using credit default swap and bond data
Pianeti, Riccardo
;
Giacometti, Rosella
;
Acerbis, Valentina
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 44-58
Persistent link: https://www.econbiz.de/10009532100
Saved in:
15
Negative credit spreads : liquidity and limits to arbitrage
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009314962
Saved in:
16
Recovery and returns of distressed bonds in bankruptcy
Wang, Wei
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10009314972
Saved in:
17
Modeling ultimate loss given default on corporate debt
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 6-20
Persistent link: https://www.econbiz.de/10009314976
Saved in:
18
A model for recovery value in default
Benzchawel, Terry
;
Haroon, Adoito
;
Wu, Tuohua
- In:
The journal of fixed income
21
(
2011
)
2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10009349768
Saved in:
19
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
20
Negative equity trumps unemployment in predicting defaults
Goodman, Laurie Sharon
;
Ashworth, Roger
;
Landy, Brian
; …
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 67-72
Persistent link: https://www.econbiz.de/10003970355
Saved in:
21
A structural model of default risk
Hsu, Jason C.
;
Saá-Requejo, Jesús
;
Santa-Clara, Pedro
- In:
The journal of fixed income
19
(
2009/10
)
3
,
pp. 77-94
Persistent link: https://www.econbiz.de/10003940863
Saved in:
22
Annual default rates are probably less than long-run average annual default rates
Kiefer, Nicholas Maximilian
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 85-87
Persistent link: https://www.econbiz.de/10003777628
Saved in:
23
An empirical investigation of MBS liquidity risk
Kim, Jinyong
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 39-46
Persistent link: https://www.econbiz.de/10003848035
Saved in:
24
Modeling of mortgage defaults
Hayre, Lakhbir S.
;
Saraf, Manish
;
Young, Robert
;
Chen, …
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 6-30
Persistent link: https://www.econbiz.de/10003729806
Saved in:
25
A multifactor approach for systematic default and recovery risk
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 63-75
Persistent link: https://www.econbiz.de/10003229860
Saved in:
26
Default correlation among non-financial corporate affiliates
Emery, Kenneth Manvel
;
Cantor, Richard
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 87-96
Persistent link: https://www.econbiz.de/10003229863
Saved in:
27
A dynamic look at subprime loan performance
Danis, Michelle A.
;
Pennington-Cross, Anthony
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 28-39
Persistent link: https://www.econbiz.de/10003018752
Saved in:
28
Credit default swaptions
Tucker, Alan L.
;
Wei, Jason
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 88-95
Persistent link: https://www.econbiz.de/10003018930
Saved in:
29
Credit Default Swaps : theory and empirical evidence
Lei Meng
;
Ap Gwilym, Owain
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 17-28
Persistent link: https://www.econbiz.de/10002836079
Saved in:
30
Determinants of recovery rates on defaulted bonds and loans for North American corporate issuers : 1983 - 2003
Varma, Praveen
;
Cantor, Richard
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 29-44
Persistent link: https://www.econbiz.de/10002836116
Saved in:
31
Measuring final loss severity of defaulted RMBS
Hu, Jian
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 82-91
Persistent link: https://www.econbiz.de/10002682816
Saved in:
32
Multiple defaults and Merton's model
Cathcart, Lara
;
Jahel, Lina el
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 60-68
Persistent link: https://www.econbiz.de/10002155575
Saved in:
33
An empirical study of credit default swaps
Skinner, Frank S.
;
Díaz Pérez, Antonio
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 28-38
Persistent link: https://www.econbiz.de/10001782459
Saved in:
34
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
35
Bayesian migration in credit ratings based on probabilities of default
Das, Sanjiv R.
;
Fan, Rong
;
Geng, Gary
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 17-23
Persistent link: https://www.econbiz.de/10001763884
Saved in:
36
Impact of correlated default risk on credit portfolios
Das, Sanjiv R.
;
Fong, H. Gifford
;
Geng, Gary
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 9-19
Persistent link: https://www.econbiz.de/10001706056
Saved in:
37
Pricing convertible bonds with default risk
Takahashi, Akihiko
;
Kobayashi, Takao
;
Nakagawa, Naruhisa
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 20-29
Persistent link: https://www.econbiz.de/10001706057
Saved in:
38
Credit rating and corporate defaults
Zhou, Chunsheng
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 30-40
Persistent link: https://www.econbiz.de/10001706059
Saved in:
39
Testing for rating consistency in annual default rates
Cantor, Richard
;
Falkenstein, Eric G.
- In:
The journal of fixed income
11
(
2001
)
2
,
pp. 36-51
Persistent link: https://www.econbiz.de/10001618874
Saved in:
40
A Three-factor defaultable term structure model
Schmid, Bernd
;
Zagst, Rudi
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 63-79
Persistent link: https://www.econbiz.de/10001530347
Saved in:
41
On default correlation : a Copula function approach
Li, David
- In:
The journal of fixed income
9
(
2000
)
4
,
pp. 43-54
Persistent link: https://www.econbiz.de/10001495250
Saved in:
42
Default correlation among investment-grade borrowers
Erturk, Erkan
- In:
The journal of fixed income
9
(
2000
)
4
,
pp. 55-59
Persistent link: https://www.econbiz.de/10001495251
Saved in:
43
Real interest rates and the default rate on high-yield bonds
Fridson, Martin S.
- In:
The journal of fixed income
7
(
1997
)
2
,
pp. 29-34
Persistent link: https://www.econbiz.de/10001229963
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->