//--> //--> //--> //-->
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:"International review of financial analysis"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of futures markets"
~subject:"Kreditrisiko"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Portfolio selection
616
Portfolio-Management
616
Theorie
281
Theory
281
Credit risk
261
Capital income
236
Kapitaleinkommen
236
Estimation
119
Schätzung
119
Anlageverhalten
117
Behavioural finance
117
USA
113
CAPM
112
United States
110
Risk
104
Investment Fund
102
Investmentfonds
102
Risiko
101
Risikoprämie
91
Risk premium
91
Börsenkurs
87
Share price
87
Hedging
84
Volatility
78
Volatilität
78
Aktienmarkt
67
Stock market
67
Welt
65
World
65
Yield curve
65
Zinsstruktur
65
Credit derivative
63
Kreditderivat
63
Bank lending
61
Kreditgeschäft
61
Derivat
60
Derivative
60
Swap
57
Forecasting model
56
more ...
less ...
Online availability
All
Undetermined
155
Free
5
Type of publication
All
Article
257
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
261
Aufsatz in Zeitschrift
261
Collection of articles of several authors
4
Sammelwerk
4
Language
All
English
261
Author
All
Byström, Hans N. E.
4
Chateau, Jean-Pierre D.
4
Feldhütter, Peter
4
Bai, Jennie
3
Batten, Jonathan A.
3
Morellec, Erwan
3
Park, Yuen Jung
3
Schaefer, Stephen M.
3
Strebulaev, Ilya A.
3
Subrahmanyam, Marti G.
3
Acharya, Viral V.
2
Agarwal, Sumit
2
Augustin, Patrick
2
Avino, Davide
2
Beladi, Hamid
2
Ben-David, Itzhak
2
Benmelech, Efraim
2
Bharath, Sreedhar T.
2
Chernov, Mikhail
2
Diaz-Rainey, Ivan
2
Favara, Giovanni
2
Goldstein, Robert S.
2
Hackbarth, Dirk
2
Hasan, Iftekhar
2
Ivanov, Ivan T.
2
Jeanneret, Alexandre
2
Kim, Tong Suk
2
Liao, Szu-Lang
2
Liu, Yi
2
Longstaff, Francis A.
2
Officer, Micah S.
2
Ongena, Steven
2
Rampini, Adriano A.
2
Skinner, Frank S.
2
Song, Dongho
2
Stasinakis, Charalampos
2
Tang, Dragon Yongjun
2
Tomio, Davide
2
Varotto, Simone
2
Velioglu, Guner
2
more ...
less ...
Published in...
All
International review of financial analysis
Journal of financial economics
The journal of futures markets
Journal of banking & finance
474
Finance research letters
163
The journal of credit risk : published quarterly by Incisive Media
162
Journal of financial stability
156
NBER working paper series
130
The journal of fixed income
122
Journal of risk management in financial institutions
116
Working paper series / European Central Bank
113
International journal of theoretical and applied finance
108
Discussion papers / CEPR
104
NBER Working Paper
103
Working paper / National Bureau of Economic Research, Inc.
101
Finance and economics discussion series
93
European journal of operational research : EJOR
90
Discussion paper / Centre for Economic Policy Research
86
International review of economics & finance : IREF
86
IMF working papers
84
Journal of international financial markets, institutions & money
84
The journal of risk model validation
83
Discussion paper
81
Risks : open access journal
81
Review of quantitative finance and accounting
76
Economic modelling
75
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
Research paper series / Swiss Finance Institute
73
ECB Working Paper
72
Research in international business and finance
72
Journal of financial intermediation
69
The journal of structured finance
69
The European journal of finance
68
Management science : journal of the Institute for Operations Research and the Management Sciences
67
The North American journal of economics and finance : a journal of financial economics studies
67
Working papers / Federal Reserve Bank of Philadelphia, Research Department
67
The journal of real estate finance and economics
66
SpringerLink / Bücher
65
Applied economics
64
Applied economics letters
63
more ...
less ...
Source
All
ECONIS (ZBW)
261
Showing
1
-
10
of
261
Sort
Relevance
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
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Saved in:
4
The leverage externalities of credit default swaps
Li, Jay Yin
;
Tang, Dragon Yongjun
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 491-513
Persistent link: https://www.econbiz.de/10011590235
Saved in:
5
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:
6
Credit default swaps and corporate innovation
Xin, Chang
;
Chen, Yangyang
;
Wang, Sarah Qian
;
Zhang, Kuo
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
Saved in:
7
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
Saved in:
8
The real effects of credit default swaps
Danis, András
;
Gamba, Andrea
- In:
Journal of financial economics
127
(
2018
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011968759
Saved in:
9
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001728576
Saved in:
10
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:
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...
//-->