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1
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The journal of fixed income
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
90
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
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62
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60
International journal of forecasting
55
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54
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53
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52
Quantitative finance
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Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
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41
Journal of forecasting
41
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38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
36
International review of economics & finance : IREF
35
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SFB 649 discussion paper
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ECONIS (ZBW)
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1
On the Basel Accord's inverse relationship between default probability and asset correlation : an empirical study
Blümke, Oliver
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 38-47
Persistent link: https://www.econbiz.de/10011399847
Saved in:
2
A simple empirical model of equity-implied probabilities of default
Altman, Edward I.
;
Fargher, Neil
;
Kalotay, Egon
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 71-85
Persistent link: https://www.econbiz.de/10008858607
Saved in:
3
Anisotropic credit scheme for municipal revenue bonds
Parnes, Dror
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 91-99
Persistent link: https://www.econbiz.de/10009007988
Saved in:
4
Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
Saved in:
5
A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel
;
Meyeredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
Saved in:
6
Integrating market and credit risk using a simplified frailty default correlation structure
Kuo, Cheng-kun
;
Lee, Chih-Wei
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 48-58
Persistent link: https://www.econbiz.de/10003502386
Saved in:
7
Bond portfolio optimization : a risk-return approach
Korn, Olaf
;
Koziol, Christion
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 48-60
Persistent link: https://www.econbiz.de/10003339406
Saved in:
8
Hedge fund risk factors and the value at risk of fixed income trading strategies
Loudon, Geoffrey F.
;
Okunev, John
;
White, Derek
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10003400072
Saved in:
9
The reaction of term structure of interest rates to monetary policy actions
Goukasian, Levon
;
Cialenco, Igor
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 76-91
Persistent link: https://www.econbiz.de/10003400093
Saved in:
10
Value at risk for interest rate-dependent securities
Cakici, Nusret
;
Foster, Kevin R.
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 81-95
Persistent link: https://www.econbiz.de/10001774645
Saved in:
11
Value at risk for corporate bond portfolios
Venkatesh, P. C.
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 19-32
Persistent link: https://www.econbiz.de/10001803142
Saved in:
12
Value at risk estimates for Brady bond portfolios
D'Vari, Ron
;
Sosa, Juan C.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001549788
Saved in:
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