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~isPartOf:"Review of quantitative finance and accounting"
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Credit risk
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Lee, Cheng F.
4
Liao, Hsien-hsing
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Chen, Tsung-Kang
3
Filomeni, Stefano
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Chang, Chuang-chang
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Grundke, Peter
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Sokolinskiy, Oleg
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Review of quantitative finance and accounting
Journal of banking & finance
505
Finance research letters
246
Journal of financial stability
188
The journal of credit risk : published quarterly by Incisive Media
175
NBER working paper series
159
International journal of theoretical and applied finance
147
International review of financial analysis
143
The journal of fixed income
143
Journal of risk management in financial institutions
131
International review of economics & finance : IREF
128
European journal of operational research : EJOR
127
Journal of financial economics
126
Working paper / National Bureau of Economic Research, Inc.
125
Working paper series / European Central Bank
124
NBER Working Paper
120
Risks : open access journal
114
Discussion papers / CEPR
106
Finance and economics discussion series
105
IMF working papers
104
Journal of international financial markets, institutions & money
103
The journal of risk model validation
102
Research paper series / Swiss Finance Institute
95
Discussion paper
94
Research in international business and finance
93
Discussion paper / Centre for Economic Policy Research
92
The European journal of finance
87
Economic modelling
86
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Applied economics letters
83
Applied economics
82
The North American journal of economics and finance : a journal of financial economics studies
82
ECB Working Paper
81
Journal of international money and finance
80
Journal of financial services research : JFSR
75
SpringerLink / Bücher
75
Working paper
74
Economics letters
71
Journal of risk and financial management : JRFM
71
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
76
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1
On the aggregation of credit, market and operational risks
Li, Jianping
;
Zhu, Xiaoqian
;
Lee, Cheng F.
;
Wu, Dengsheng
; …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
Saved in:
2
Ranking consistency of systemic risk measures : a simulation-based analysis in a banking network model
Grundke, Peter
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 953-990
Persistent link: https://www.econbiz.de/10012172866
Saved in:
3
Option
listing : market quality revisited
Lundstrum, Leonard L.
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 565-578
Persistent link: https://www.econbiz.de/10011595669
Saved in:
4
Value relevance of value-at-risk disclosure
Lim, Chee Yeow
;
Tan, Patricia Mui-siang
- In:
Review of quantitative finance and accounting
29
(
2007
)
4
,
pp. 353-370
Persistent link: https://www.econbiz.de/10003600293
Saved in:
5
Loan portfolio swaps and optimal lending
Lin, Jyh-horng
;
Yi, Min-Li
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 177-198
Persistent link: https://www.econbiz.de/10002851837
Saved in:
6
The impact of sovereign defaults on lending countries
Guo, Si
;
Pei, Yun
- In:
Review of quantitative finance and accounting
60
(
2023
)
1
,
pp. 345-374
Persistent link: https://www.econbiz.de/10013548981
Saved in:
7
Can credit default swaps exert an enduring monitoring influence on political integrity?
Chen, Hsien-Yi
;
Chen, Sheng-syan
- In:
Review of quantitative finance and accounting
60
(
2023
)
2
,
pp. 445-469
Persistent link: https://www.econbiz.de/10013549087
Saved in:
8
A dark side to options trading? : evidence from corporate default risk
Yang, Haoyi
;
Luo, Shikong
- In:
Review of quantitative finance and accounting
60
(
2023
)
2
,
pp. 531-564
Persistent link: https://www.econbiz.de/10013549094
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9
Fundamentals, real-time uncertainty and CDS index spreads
Audzeyeva, Alena
;
Wang, Xu
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014341007
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10
U.S. REIT banking relationships and syndicated loan pricing
Shen, Yang-pin
;
Wu, Chou-Yen
;
Lu, Chiuling
- In:
Review of quantitative finance and accounting
61
(
2023
)
2
,
pp. 447-479
Persistent link: https://www.econbiz.de/10014342039
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