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Corporate Bond Default Risk: A...
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Longstaff, Francis A.
50
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17
Schwartz, Eduardo S.
8
Liu, Jun
6
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5
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5
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Working paper / National Bureau of Economic Research, Inc
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The review of financial studies
10
The journal of finance : the journal of the American Finance Association
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Journal of financial economics
7
Operations research : the journal of the Operations Research Society of America
5
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Journal of economic dynamics & control
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OLC EcoSci
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ECONIS (ZBW)
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Corporate bond default risk: A 150-year perspective
Giesecke, Kay
;
Longstaff, Francis A.
;
Schaefer, Stephen
; …
- In:
Journal of financial economics
102
(
2011
)
2
,
pp. 233-251
Persistent link: https://www.econbiz.de/10009291340
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2
MACROECONOMIC EFFECTS OF CORPORATE DEFAULT CRISES: A LONG-TERM PERSPECTIVE
Giesecke, Kay
;
Longstaff, Francis A
;
Schaefer, Stephen
; …
-
2012
Persistent link: https://www.econbiz.de/10009842068
Saved in:
3
EQUITY MARKET TRANSPARENCY ON THE LONDON STOCK EXCHANGE
Franks, Julian
;
Schaefer, Stephen
- In:
Journal of applied corporate finance : JACF
8
(
1995
)
1
,
pp. 70-77
Persistent link: https://www.econbiz.de/10007006491
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4
A Comparison of Alternative Non-parametric Estimators of the Short Rate Diffusion Coefficient
Renò, Roberto
;
Roma, Antonio
;
Schaefer, Stephen
- In:
Economic notes : economic review of Banca Monte dei …
35
(
2006
)
3
,
pp. 227-252
Persistent link: https://www.econbiz.de/10007772721
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5
PILLAR 1 VS. PILLAR 2 UNDER RISK MANAGEMENT
Pelizzon, Loriana
;
Schaefer, Stephen
-
2005
Persistent link: https://www.econbiz.de/10006957486
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6
Forecasting Default in the Face of Uncertainty
Giesecke, Kay
;
Goldberg, Lisa R.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 11-25
Persistent link: https://www.econbiz.de/10005925113
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7
Monte Carlo Algorithms for Default Timing Problems
Giesecke, Kay
;
Kim, Baeho
;
Zhu, Shilin
- In:
Management science : journal of the Institute for …
57
(
2011
)
12
,
pp. 2115-2130
Persistent link: https://www.econbiz.de/10009809935
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8
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
;
Weber, Stefan
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 3009-3036
Persistent link: https://www.econbiz.de/10005882380
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9
Correlated default with incomplete information
Giesecke, Kay
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1521-1546
Persistent link: https://www.econbiz.de/10005883858
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10
Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk
Deng, Shaojie
;
Giesecke, Kay
;
Lai, Tze Leung
- In:
Operations research : the journal of the Operations …
60
(
2012
)
1
,
pp. 78-92
Persistent link: https://www.econbiz.de/10009845460
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