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~isPartOf:"Annual review of financial economics"
~person:"Gao, Xiaohui"
~person:"Jarrow, Robert A."
~person:"Lucas, André"
~subject:"Credit risk"
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Annual review of financial economics
Discussion paper / Tinbergen Institute
31
Journal of banking & finance
6
Working paper series / European Central Bank
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The journal of fixed income
3
Credit risk models and management
2
Journal of applied econometrics
2
Journal of empirical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Annals of Applied Probability, Forthcoming
1
Applied mathematical finance
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CFS working paper series
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Finance and stochastics
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Finance research letters
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International journal of forecasting
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International journal of theoretical and applied finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of risk management in financial institutions
1
Mathematics of operations research
1
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
1
Sveriges Riksbank working paper series
1
The credit market handbook : advanced modeling issues
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economics and statistics
1
The review of financial studies
1
Working paper // Research program / School of Business, Queen's University
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Credit risk models
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 37-68
Persistent link: https://www.econbiz.de/10003924491
Saved in:
2
Decoding default risk : a review of modeling approaches, findings, and estimation methods
Bakshi, Gurdip S.
;
Gao, Xiaohui
;
Zhong, Zhaodong
- In:
Annual review of financial economics
14
(
2022
),
pp. 391-413
Persistent link: https://www.econbiz.de/10013461162
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