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Looking at the tail : price-based measures of systemic importance
Zhou, Chen; Tarashev, Nikola - In: BIS quarterly review : international banking and … (2013), pp. 47-61
Persistent link: https://www.econbiz.de/10010147812
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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
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Tracking international bank flows
McGuire, Patrick; Tarashev, Nikola - In: BIS quarterly review : international banking and … (2006), pp. 27-40
Persistent link: https://www.econbiz.de/10009951677
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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
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International banking with the Euro
McGuire, Patrick; Tarashev, Nikola - In: BIS quarterly review : international banking and … (2007), pp. 47-61
Persistent link: https://www.econbiz.de/10009951696
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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
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Measuring portfolio credit risk correctly: Why parameter uncertainty matters
Tarashev, Nikola - In: Journal of banking & finance 34 (2010) 9, pp. 2065-2077
Persistent link: https://www.econbiz.de/10008433529