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
~person:"Jarrow, Robert A."
~person:"Monfort, Alain"
~source:"econis"
~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
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Credit risk
66
Theorie
42
Theory
42
Yield curve
24
Zinsstruktur
24
Insolvency
13
Insolvenz
13
Derivat
12
Derivative
12
Anleihe
9
Bond
9
Credit derivative
9
Kreditderivat
9
Portfolio selection
8
Portfolio-Management
8
Risikoprämie
8
Risk premium
8
Swap
8
Ansteckungseffekt
6
Contagion effect
6
Financial crisis
6
Finanzkrise
6
Option pricing theory
6
Optionspreistheorie
6
Risikomaß
6
Risk measure
6
Bank liquidity
5
Bankenliquidität
5
Börsenkurs
5
Corporate bond
5
Geldpolitik
5
Monetary policy
5
Share price
5
Unternehmensanleihe
5
Basel Accord
4
Basler Akkord
4
Collateral
4
Credit rating
4
Econometric model
4
more ...
less ...
Online availability
All
Free
16
Undetermined
4
Type of publication
All
Article
39
Book / Working Paper
27
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Case study
1
Collection of articles written by one author
1
Fallstudie
1
Sammlung
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
66
Author
All
Jarrow, Robert A.
Monfort, Alain
Ongena, Steven
100
Acharya, Viral V.
60
Lucas, André
58
Altman, Edward I.
51
Peydró, José-Luis
50
Rösch, Daniel
50
Agarwal, Sumit
46
Koopman, Siem Jan
43
Schuermann, Til
43
Saunders, Anthony
41
Gambacorta, Leonardo
40
Brigo, Damiano
39
Capponi, Agostino
38
Giesecke, Kay
38
Fabozzi, Frank J.
37
Hasan, Iftekhar
36
Scheule, Harald
36
Schwaab, Bernd
35
Caporale, Guglielmo Maria
33
Gilchrist, Simon
33
Gouriéroux, Christian
33
Tang, Dragon Yongjun
32
Longstaff, Francis A.
31
Duffie, Darrell
30
Roesch, Daniel
30
Jiménez, Gabriel
29
Krahnen, Jan Pieter
29
Renne, Jean-Paul
29
Shin, Hyun Song
29
Tarashev, Nikola A.
29
Allen, David E.
28
Berger, Allen N.
28
Jokivuolle, Esa
28
Hamerle, Alfred
27
Mayordomo, Sergio
27
Memmel, Christoph
27
Santos, João A. C.
27
Subrahmanyam, Marti G.
27
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Documents de travail / Banque de France
5
Banque de France Working Paper
4
Journal of banking & finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The journal of fixed income
3
Credit risk models and management
2
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Review of finance : journal of the European Finance Association
2
The journal of credit risk : published quarterly by Incisive Media
2
Annals of Applied Probability, Forthcoming
1
Annual review of financial economics
1
Developments in macro-finance Yield curve modelling
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance and stochastics
1
Finance research letters
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of risk management in financial institutions
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Série des documents de travail
1
The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
Working paper // Research program / School of Business, Queen's University
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
USB Cologne (business full texts)
1
Showing
1
-
10
of
66
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The economic foundations of risk management : theory, practice, and applications
Jarrow, Robert A.
-
2017
Persistent link: https://www.econbiz.de/10011569703
Saved in:
2
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
3
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
-
1994
Persistent link: https://www.econbiz.de/10000904137
Saved in:
4
Credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1995
Persistent link: https://www.econbiz.de/10000985913
Saved in:
5
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Saved in:
6
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
7
Decomposing euro-area sovereign spreads : credit and liquidity risks
Monfort, Alain
;
Renne, Jean-Paul
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
6
,
pp. 2103-2151
Persistent link: https://www.econbiz.de/10011287708
Saved in:
8
Financial crises and economic growth
Jarrow, Robert A.
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 194-207
Persistent link: https://www.econbiz.de/10010466553
Saved in:
9
Affine modeling of credit risk, pricing of credit events and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2019
-
This version: December 2019
Persistent link: https://www.econbiz.de/10012237594
Saved in:
10
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
