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isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Corporate bond
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Kreditrisiko
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Theorie
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Unternehmensanleihe
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Correlation
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Insolvency
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Giesecke, Kay
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of banking & finance
93
NBER working paper series
71
Finance research letters
65
The journal of fixed income
65
Journal of financial economics
64
Working paper / National Bureau of Economic Research, Inc.
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The review of financial studies
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NBER Working Paper
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The journal of finance : the journal of the American Finance Association
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The journal of corporate finance : contracting, governance and organization
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Discussion papers / CEPR
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International review of financial analysis
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International review of economics & finance : IREF
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Discussion paper / Centre for Economic Policy Research
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Working paper series / European Central Bank
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Pacific-Basin finance journal
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Research in international business and finance
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Review of finance : journal of the European Finance Association
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Journal of financial markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of international money and finance
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Staff working papers / Bank of England
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Working paper / Centre for Financial Research
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Applied economics
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Developing corporate bond markets in Asia : proceedings of a BIS/PBC seminar held in Kunming, China on 17 - 18 November 2005
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Fisher College of Business working paper series
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Journal of financial stability
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Review of quantitative finance and accounting
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SpringerLink / Bücher
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ECONIS (ZBW)
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Default compensator, incomplete information, and the term structure of credit spreads
Giesecke, Kay
-
2002
Persistent link: https://www.econbiz.de/10001656712
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Correlated default with incomplete information
Giesecke, Kay
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2002
Persistent link: https://www.econbiz.de/10001684707
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Compensator-based simulation of correlated defaults
Giesecke, Kay
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2002
Persistent link: https://www.econbiz.de/10001685033
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An exponential model for dependent defaults
Giesecke, Kay
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2002
Persistent link: https://www.econbiz.de/10001685045
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