//--> //--> //--> //-->
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:"Swiss Finance Institute Research Paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
514
Portfolio-Management
514
Theorie
294
Theory
294
Credit risk
188
Kreditrisiko
188
Capital income
121
Kapitaleinkommen
121
Volatility
92
Volatilität
92
Estimation
91
Schätzung
91
USA
83
Hedging
81
United States
80
Risk
79
Risiko
77
Anlageverhalten
65
Behavioural finance
65
Risikoprämie
61
Risk premium
61
Börsenkurs
57
CAPM
57
Share price
57
Financial crisis
55
Finanzkrise
55
Risikomaß
54
Risk measure
54
Option pricing theory
52
Optionspreistheorie
52
Welt
52
World
52
Credit derivative
51
Kreditderivat
51
Risk management
51
Forecasting model
50
Prognoseverfahren
50
Risikomanagement
50
Derivat
48
Derivative
48
more ...
less ...
Online availability
All
Free
308
Undetermined
275
Type of publication
All
Book / Working Paper
392
Article
362
Type of publication (narrower categories)
All
Arbeitspapier
370
Working Paper
370
Article in journal
359
Aufsatz in Zeitschrift
359
Graue Literatur
358
Non-commercial literature
358
Collection of articles of several authors
2
Sammelwerk
2
Nachschlagewerk
1
Reference book
1
Reprint
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
753
Danish
1
Author
All
Guidolin, Massimo
16
McAleer, Michael
16
Malamud, Semyon
14
Ongena, Steven
12
Hammoudeh, Shawkat
11
Hens, Thorsten
11
Jondeau, Eric
11
Soner, Halil Mete
10
Muhle-Karbe, Johannes
9
Sornette, Didier
9
Evstigneev, Igor V.
8
Kang, Sang Hoon
8
Chang, Chia-Lin
7
Hoesli, Martin
7
Pérez Amaral, Teodosio
7
Schenk-Hoppé, Klaus Reiner
7
Filipović, Damir
6
Hau, Harald
6
Nicodano, Giovanna
6
Wang, Xingchun
6
Bacchetta, Philippe
5
Barone-Adesi, Giovanni
5
Cvitanić, Jakša
5
Lien, Da-hsiang Donald
5
Mele, Antonio
5
Mensi, Walid
5
Obayashi, Yoshiki
5
Schweizer, Martin
5
Brooks, Robert
4
Duffie, Darrell
4
Fugazza, Carolina
4
Gibson, Rajna
4
Gilli, Manfred
4
Hugonnier, Julien
4
Kang, Jangkoo
4
Kelly, Bryan T.
4
Leippold, Markus
4
Mazur, Stepan
4
Paolella, Marc S.
4
Park, Yuen Jung
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
Swiss Finance Institute Research Paper
The North American journal of economics and finance : a journal of financial economics studies
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
International review of financial analysis
389
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
299
The journal of finance : the journal of the American Finance Association
292
Risks : open access journal
289
Applied economics
275
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
249
SpringerLink / Bücher
248
Finance and stochastics
243
Discussion paper / Tinbergen Institute
237
The European journal of finance
231
Journal of financial and quantitative analysis : JFQA
227
Quantitative finance
226
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)
749
USB Cologne (business full texts)
5
Showing
1
-
10
of
754
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
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:
3
Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
Saved in:
4
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
Saved in:
5
Are banks different? : evidence form the CDS market
Raunig, Burkhard
;
Scheicher, Martin
-
2009
Persistent link: https://www.econbiz.de/10003810904
Saved in:
6
Credit risk management in Greater China
Byström, Hans N. E.
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 582-597
Persistent link: https://www.econbiz.de/10003715013
Saved in:
7
Back to the future : futures margins in a future credit default
swap
index futures market
Byström, Hans N. E.
- In:
The journal of futures markets
27
(
2007
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10003493001
Saved in:
8
Assessment of time-varying systemic risk in credit default
swap
indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
9
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
Saved in:
10
The man in the middle-liquidity provision under central clearing in the credit default
swap
market : a regression discontinuity approach
Schönemann, Gregor
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
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...
//-->