//--> //--> //-->
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
~subject:"Credit risk"
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 optimal bid/ask spread in...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
Theorie
40
Theory
40
Corruption
14
Korruption
11
Stochastic process
11
Stochastischer Prozess
10
Risikomanagement
8
Risk management
8
Welt
8
World
8
Game theory
7
Kreditrisiko
7
Markov chain
7
Markov-Kette
7
Network
7
Portfolio selection
7
Portfolio-Management
7
Spieltheorie
7
Systemic risk
7
Systemrisiko
7
Business network
6
Dynamic programming
6
Financial crisis
6
Finanzkrise
6
Italien
6
Italy
6
Markov chains
6
Nachhaltige Kapitalanlage
6
Risiko
6
Risk
6
Simulation
6
Sustainable investment
6
Unternehmensnetzwerk
6
social capital
6
Bureaucracy
5
Copulas
5
Corporate Social Responsibility
5
Corporate social responsibility
5
Credit derivative
5
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Castellano, Rosella
4
Cerqueti, Roy
4
Pampurini, Francesca
2
Quaranta, Anna Grazia
2
Cesarone, Francesco
1
Clemente, Gian Paolo
1
Corallo, Vincenzo
1
Giacometti, Rosella
1
Grassi, Rosanna
1
Heusch, Maria C.
1
Morelli, Giacomo
1
Mottura, Carlo D.
1
Pezzola, Annagiulia
1
Scaccia, Luisa
1
Storani, Saverio
1
more ...
less ...
Published in...
All
4OR : a quarterly journal of operations research
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Finance research letters
1
Journal of banking & finance
1
Mathematics and financial economics
1
Review of managerial science : RMS
1
Review of quantitative finance and accounting
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An optimization model for minimizing systemic risk
Castellano, Rosella
;
Cerqueti, Roy
;
Clemente, Gian Paolo
; …
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012433633
Saved in:
2
Credit default swaps : implied ratings versus official ones
Castellano, Rosella
;
Giacometti, Rosella
- In:
4OR : a quarterly journal of operations research
10
(
2012
)
2
,
pp. 163-180
Persistent link: https://www.econbiz.de/10010218799
Saved in:
3
Can CDS indexes signal future turmoils in the stock market? : a Markov switching perspective
Castellano, Rosella
;
Scaccia, Luisa
- In:
Central European journal of operations research : CEJOR …
22
(
2014
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10010356926
Saved in:
4
Structural estimation of counterparty credit risk under recovery risk
Castellano, Rosella
;
Corallo, Vincenzo
;
Morelli, Giacomo
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463128
Saved in:
5
A new family of modified Gaussian copulas for market consistent valuation of government guarantees
Cerqueti, Roy
;
Cesarone, Francesco
;
Heusch, Maria C.
; …
- In:
Review of managerial science : RMS
18
(
2024
)
7
,
pp. 1985-2005
Persistent link: https://www.econbiz.de/10015134056
Saved in:
6
Risk transmission, systemic fragility of banks' interacting customers and credit worthiness assessment
Cerqueti, Roy
;
Pampurini, Francesca
;
Quaranta, Anna Grazia
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014530730
Saved in:
7
Dangerous liasons and hot customers for banks
Cerqueti, Roy
;
Pampurini, Francesca
;
Pezzola, Annagiulia
; …
- In:
Review of quantitative finance and accounting
59
(
2022
)
1
,
pp. 65-89
Persistent link: https://www.econbiz.de/10013459260
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->