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~subject:"Kreditrisiko"
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Kreditrisiko
Theorie
67
Theory
67
Credit risk
29
Yield curve
25
Zinsstruktur
25
Capital income
24
Kapitaleinkommen
24
Option pricing theory
23
Optionspreistheorie
23
Corporate bond
22
Unternehmensanleihe
22
Derivat
20
Derivative
20
CAPM
19
Portfolio selection
18
Portfolio-Management
18
Estimation
16
Liquidity
16
Schätzung
16
USA
15
United States
15
Liquidität
14
Risikoprämie
14
Risk premium
14
Financial crisis
13
Anleihe
11
Betriebliche Liquidität
11
Corporate liquidity
11
Finanzkrise
11
Hedging
11
Bank liquidity
10
Bankenliquidität
10
Insolvency
10
Insolvenz
10
Interest rate derivative
10
Risk management
10
Zinsderivat
10
Credit derivative
9
Kreditderivat
9
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Online availability
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Free
9
Undetermined
5
Type of publication
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Article
22
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Aufsatz im Buch
4
Book section
4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
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Language
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English
30
Author
All
Chen, Ren-Raw
15
Huang, Jing-Zhi
13
Fabozzi, Frank J.
7
Shi, Zhan
6
Anson, Mark J. P.
3
Choudhry, Moorad
3
Cakici, Nusret
2
Chatterjee, Sris
2
Cheng, Xiaolin
2
Finnerty, John D.
2
Huang, Jing-zhi
2
Huang, Ming
2
Kong, Weipeng
2
Liu, Bibo
2
Nozawa, Yoshio
2
Sverdlove, Ronald
2
Zhou, Hao
2
Bierens, Herman
1
Chen, Fang
1
Chidambaran, Nemmara
1
Helwege, Jean
1
Hong, Han
1
Hsieh, Pei-Lin
1
Imerman, Michael B.
1
Kamdem, Bruno G.
1
Lee, Cheng F.
1
Lee, Han-Hsing
1
Miller, Cameron D.
1
O'Kane, Dominic
1
Pan, Ging-Ging
1
Sopranzetti, Ben J.
1
Sun, Zhenzhen
1
Wang, Yuan
1
Wu, Deming
1
Wu, Liuren
1
Yu, Tong
1
Zhang, Xiongfei
1
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Published in...
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Journal of banking & finance
4
Review of finance : journal of the European Finance Association
3
The journal of fixed income
3
Valuation, financial modeling, and quantitative tools
3
PBCSF-NIFR Research Paper
2
The journal of fixed income : JFI
2
Finance Working Paper
1
Finance and economics discussion series
1
Finance research letters
1
Fisher College of Business working paper series
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
Journal of financial stability
1
Journal of risk and financial management : JRFM
1
NYU Salomon Center for the Study of Financial Institutions - Credit & Debt Markets - Publications
1
Review of asset pricing studies
1
Salomon Center for the Study of Financial Institutions <New York, NY> - Publications - Digital Archive
1
The Frank J. Fabozzi series
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working Paper Series
1
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ECONIS (ZBW)
28
USB Cologne (business full texts)
2
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1
Credit derivatives : instruments, applications, and pricing
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Choudhry, Moorad
; …
-
2004
Persistent link: https://www.econbiz.de/10001783706
Saved in:
2
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
3
The impact of credit rating announcements on credit default swap spreads
Finnerty, John D.
;
Miller, Cameron D.
;
Chen, Ren-Raw
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2011-2030
Persistent link: https://www.econbiz.de/10009741897
Saved in:
4
Dynamic interactions between interest-rate and credit risk : theory and evidence on the credit default swap term structure
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
17
(
2013
)
1
,
pp. 403-441
Persistent link: https://www.econbiz.de/10009715216
Saved in:
5
Liquidity, leverage, and Lehman : a structural analysis of financial institutions in crisis
Chen, Ren-Raw
;
Chidambaran, Nemmara
;
Imerman, Michael B.
; …
- In:
Journal of banking & finance
45
(
2014
),
pp. 117-139
Persistent link: https://www.econbiz.de/10010466618
Saved in:
6
Credit risk modeling using structural models
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Chen, Ren-Raw
; …
-
2008
Persistent link: https://www.econbiz.de/10003765538
Saved in:
7
Credit risk modeling using reduced-form models
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Chen, Ren-Raw
; …
-
2008
Persistent link: https://www.econbiz.de/10003765556
Saved in:
8
Credit default swaps valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
9
Sources of credit risk : evidence from credit default swaps
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Pan, Ging-Ging
; …
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10003422016
Saved in:
10
Exploring the components of credit risk in credit default swaps
Fabozzi, Frank J.
;
Cheng, Xiaolin
;
Chen, Ren-Raw
- In:
Finance research letters
4
(
2007
)
1
,
pp. 10-18
Persistent link: https://www.econbiz.de/10003442040
Saved in:
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