//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
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
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
830
Portfolio-Management
830
Theorie
372
Theory
372
Credit risk
297
Kreditrisiko
297
Capital income
229
Kapitaleinkommen
229
Estimation
144
Schätzung
144
USA
127
United States
124
Risk
118
Hedging
117
Risiko
117
Anlageverhalten
115
Behavioural finance
115
Volatility
109
Volatilität
109
Aktienmarkt
101
CAPM
101
Stock market
101
Welt
100
World
100
Börsenkurs
94
Share price
94
Risikoprämie
88
Risk premium
88
Bank lending
84
Kreditgeschäft
84
Forecasting model
76
Prognoseverfahren
76
Credit derivative
75
Financial crisis
75
Finanzkrise
75
Kreditderivat
75
Risikomanagement
72
Risk management
72
Risikomaß
71
Risk measure
71
more ...
less ...
Online availability
All
Undetermined
537
Free
316
Type of publication
All
Article
789
Book / Working Paper
398
Type of publication (narrower categories)
All
Article in journal
791
Aufsatz in Zeitschrift
791
Arbeitspapier
370
Working Paper
370
Graue Literatur
358
Non-commercial literature
358
Collection of articles of several authors
7
Sammelwerk
7
Nachschlagewerk
1
Reference book
1
Reprint
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,186
Danish
1
Author
All
Guidolin, Massimo
17
Malamud, Semyon
14
McAleer, Michael
13
Hens, Thorsten
11
Jondeau, Eric
11
Ongena, Steven
11
Soner, Halil Mete
10
Hammoudeh, Shawkat
9
Muhle-Karbe, Johannes
9
Sornette, Didier
9
Evstigneev, Igor V.
8
Fabozzi, Frank J.
8
Hoesli, Martin
8
Schenk-Hoppé, Klaus Reiner
7
Yoon, Seong-min
7
Batten, Jonathan A.
6
Filipović, Damir
6
Hau, Harald
6
Nicodano, Giovanna
6
Bacchetta, Philippe
5
Barone-Adesi, Giovanni
5
Chang, Chia-Lin
5
Clare, Andrew D.
5
Cvitanić, Jakša
5
Grobys, Klaus
5
Hernandez, Jose Arreola
5
Mele, Antonio
5
Obayashi, Yoshiki
5
Pérez Amaral, Teodosio
5
Schweizer, Martin
5
Shahzad, Syed Jawad Hussain
5
Zaremba, Adam
5
Barbi, Massimiliano
4
Brooks, Robert
4
Byström, Hans N. E.
4
Chateau, Jean-Pierre D.
4
Duffie, Darrell
4
Faff, Robert W.
4
Fugazza, Carolina
4
Gibson, Rajna
4
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
6
University of Canterbury / Dept. of Economics and Finance
5
Institut für Schweizerisches Bankwesen <Zürich>
4
Manchester Business School
1
Published in...
All
Applied economics
International review of financial analysis
Swiss Finance Institute Research Paper
The journal of futures markets
Working paper
Journal of banking & finance
1,018
NBER working paper series
689
Working paper / National Bureau of Economic Research, Inc.
587
European journal of operational research : EJOR
563
Finance research letters
538
Insurance / Mathematics & economics
528
NBER Working Paper
515
Journal of financial economics
387
International journal of theoretical and applied finance
350
Journal of economic dynamics & control
313
Management science : journal of the Institute for Operations Research and the Management Sciences
313
Discussion paper / Centre for Economic Policy Research
310
Research paper series / Swiss Finance Institute
300
The journal of finance : the journal of the American Finance Association
292
Risks : open access journal
289
Economics letters
269
The journal of asset management
261
The journal of portfolio management : a publication of Institutional Investor
258
Journal of empirical finance
255
The review of financial studies
254
International review of economics & finance : IREF
252
Economic modelling
250
SpringerLink / Bücher
249
Finance and stochastics
243
Discussion paper / Tinbergen Institute
237
The European journal of finance
231
The North American journal of economics and finance : a journal of financial economics studies
231
Quantitative finance
229
Journal of financial and quantitative analysis : JFQA
227
Mathematical finance : an international journal of mathematics, statistics and financial theory
223
Journal of risk and financial management : JRFM
221
Discussion papers / CEPR
210
Journal of international financial markets, institutions & money
208
Applied economics letters
206
Research in international business and finance
199
The journal of fixed income
189
more ...
less ...
Source
All
ECONIS (ZBW)
1,182
USB Cologne (business full texts)
5
Showing
1
-
10
of
1,187
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The credit risk components of a
swap
portfolio
Hübner, Georges
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
Saved in:
2
Validation of default probability models : a stress testing approach
Tsukahara, Fábio Yasuhiro
;
Kimura, Herbert
;
Sobreiro, …
- In:
International review of financial analysis
47
(
2016
),
pp. 70-85
Persistent link: https://www.econbiz.de/10011624054
Saved in:
3
Countercyclical foreign currency borrowing : Eurozone firms in 2007-2009
Bacchetta, Philippe
;
Merrouche, Ouarda
-
2015
disruptions in the FX
swap
market caused a rise in dollar borrowing from US banks, especially for firms in export-oriented sectors …
Persistent link: https://www.econbiz.de/10011507853
Saved in:
4
Volatility spillovers and connectedness among credit default
swap
sector indexes
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Applied economics
50
(
2018
)
36
,
pp. 3923-3936
Persistent link: https://www.econbiz.de/10012060164
Saved in:
5
A joint analysis of market indexes in credit default
swap
, volatility and stock markets
Fonseca, José da
;
Wang, Peiming
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1767-1784
Persistent link: https://www.econbiz.de/10011589737
Saved in:
6
Hedging stock sector risk with credit default swaps
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
International review of financial analysis
30
(
2013
),
pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
Saved in:
7
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001728576
Saved in:
8
An empirical analysis of credit default swaps
Skinner, Frank S.
;
Townend, Timothy G.
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 297-309
Persistent link: https://www.econbiz.de/10001715975
Saved in:
9
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001716000
Saved in:
10
Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->