//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
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
The pricing of correlated defa...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
21
Language
All
English
11
Undetermined
10
Author
All
Zhu, Haibin
13
Tarashev, Nikola
7
Tarashev, Nikola A.
4
Zhou, Hao
4
Huang, Xin
3
McGuire, Patrick
3
Davis, E. Philip
2
Borio, Claudio E. V.
1
Davis, E.Philip
1
Drehmann, Mathias
1
Fender, Ingo
1
Glindro, Eloisa T.
1
Packer, Frank
1
Subhanij, Tientip
1
Szeto, Jessica
1
Tsatsaronis, Kostas
1
Zhang, Benjamin Yibin
1
Zhou, Chen
1
more ...
less ...
Published in...
All
BIS quarterly review : international banking and financial market developments
10
Journal of banking & finance
3
Journal of financial services research : JFSR
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
International journal of central banking : IJCB
1
Journal of international money and finance
1
The journal of fixed income
1
The review of financial studies
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
161
RePEc
74
USB Cologne (business full texts)
8
EconStor
6
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
THE PRICING OF CORRELATED DEFAULT RISK: Evidence from the Credit Derivatives Market
Tarashev, Nikola
;
Zhu, Haibin
- In:
The journal of fixed income
18
(
2008
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10008077965
Saved in:
2
Measuring portfolio credit risk : modelling versus calibration errors
Tarashev, Nikola
;
Zhu, Haibin
- In:
BIS quarterly review : international banking and …
(
2007
),
pp. 83-96
Persistent link: https://www.econbiz.de/10009951678
Saved in:
3
Credit fundamentals, ratings and value-at-risk : CDOs versus corporate exposures
Fender, Ingo
;
Tarashev, Nikola
;
Zhu, Haibin
- In:
BIS quarterly review : international banking and …
(
2008
),
pp. 87-101
Persistent link: https://www.econbiz.de/10009951698
Saved in:
4
The structure of housing finance markets and house prices in Asia
Zhu, Haibin
- In:
BIS quarterly review : international banking and …
(
2006
),
pp. 55-69
Persistent link: https://www.econbiz.de/10009951675
Saved in:
5
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
- In:
The review of financial studies
22
(
2013
)
12
,
pp. 5099-5098
Persistent link: https://www.econbiz.de/10010114702
Saved in:
6
A framework for assessing the systemic risk of major financial institutions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2036-2049
Persistent link: https://www.econbiz.de/10008311778
Saved in:
7
Commercial property prices and bank performance
Davis, E.Philip
;
Zhu, Haibin
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
4
,
pp. 1341-1359
Persistent link: https://www.econbiz.de/10008329507
Saved in:
8
An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market
Zhu, Haibin
- In:
Journal of financial services research : JFSR
29
(
2006
)
3
,
pp. 211-236
Persistent link: https://www.econbiz.de/10007258434
Saved in:
9
Systemic Risk Contributions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
- In:
Journal of financial services research : JFSR
42
(
2012
)
1
,
pp. 55-84
Persistent link: https://www.econbiz.de/10009994864
Saved in:
10
Determinants of house prices in nine Asia-Pacific economies
Glindro, Eloisa T.
;
Subhanij, Tientip
;
Szeto, Jessica
; …
- In:
International journal of central banking : IJCB
7
(
2011
)
3
,
pp. 163-204
Persistent link: https://www.econbiz.de/10010006898
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->