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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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Credit default swaps and corpo...
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Credit derivative
32
Kreditderivat
32
Credit risk
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Kreditrisiko
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Theory
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Derivat
9
Derivative
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Insolvency
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Kreditwürdigkeit
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Country risk
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Swap
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credit default swap (CDS)
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credit default swaps
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Asset-backed securities
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Betriebliche Liquidität
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Collateral
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Corporate liquidity
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Morkoetter, Stefan
2
Westerfeld, Simone
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Yeh, Andy Jia-yuh
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Bansal, Matulya
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Gubareva, Mariya
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Guo, Nan
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Haerri, Matthias
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Hull, John
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
158
Finance research letters
135
NBER working paper series
125
Journal of financial economics
118
Working paper / National Bureau of Economic Research, Inc.
117
International review of financial analysis
111
The journal of corporate finance : contracting, governance and organization
104
NBER Working Paper
101
IMF Staff Country Reports
99
International review of economics & finance : IREF
72
The review of financial studies
72
Discussion paper / Centre for Economic Policy Research
68
Journal of international financial markets, institutions & money
64
Pacific-Basin finance journal
60
The journal of finance : the journal of the American Finance Association
58
Journal of financial stability
55
Review of quantitative finance and accounting
54
Applied economics
53
The journal of structured finance
52
Journal of empirical finance
50
Research in international business and finance
50
IMF working papers
48
SpringerLink / Bücher
48
International journal of theoretical and applied finance
47
Finance and economics discussion series
46
Journal of financial and quantitative analysis : JFQA
46
The journal of fixed income
46
Research paper series / Swiss Finance Institute
45
Economic modelling
44
Applied economics letters
43
Discussion papers / CEPR
41
Journal of international money and finance
41
Management science : journal of the Institute for Operations Research and the Management Sciences
40
The European journal of finance
40
ECB Working Paper
39
The North American journal of economics and finance : a journal of financial economics studies
38
Review of finance : journal of the European Finance Association
36
Economics letters
35
Journal of corporate treasury management : the official publication of the Finance and Treasury Association
34
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ECONIS (ZBW)
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1
Stressed distance to default and default risk
Guo, Nan
;
Li, Lingfei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
Saved in:
2
Pricing kth-to-default swaps in a Lévy-time framework
Mai, Jan-Frederik
;
Scherer, Matthias
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 55-70
Persistent link: https://www.econbiz.de/10003903240
Saved in:
3
Credit-migration risk modeling
Andersson, Andreas
;
Vanini, Paolo
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10003965004
Saved in:
4
An empirical implementation of CreditGrades
Yeh, Andy Jia-yuh
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
1
,
pp. 89-98
Persistent link: https://www.econbiz.de/10003965726
Saved in:
5
A multiname first-passage model for credit risk
McLeish, Don L.
;
Metzler, Adam
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 35-64
Persistent link: https://www.econbiz.de/10009010630
Saved in:
6
Credit default swap trees
Mahfoudhi, Ridha
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
3
,
pp. 3-37
Persistent link: https://www.econbiz.de/10009375166
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7
Valuation differences between credit default swap and corporate bond markets
Entrop, Oliver
;
Schiemert, Richard
;
Wilkens, Marco
- In:
The journal of credit risk : published quarterly by …
9
(
2013/14
)
4
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233818
Saved in:
8
Recovery rate risk and credit spreads in a hybrid credit risk model
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
3
,
pp. 3-39
Persistent link: https://www.econbiz.de/10010239245
Saved in:
9
Credit default swap spreads, fair-value spreads and interest rate dynamics
Yeh, Andy Jia-yuh
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 53-129
Persistent link: https://www.econbiz.de/10009700464
Saved in:
10
The valuation of correlation-dependent credit derivatives using a structural model
Hull, John
;
Predescu, Mirela
;
White, Alan
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
3
,
pp. 99-132
Persistent link: https://www.econbiz.de/10008696412
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