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~subject:"Kreditrisiko"
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Kreditrisiko
Theorie
118
Theory
117
Portfolio-Management
108
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106
Capital income
92
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92
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75
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Yildirim, Yildiray
17
Jarrow, Robert A.
5
Ambrose, Brent William
4
Guidolin, Massimo
3
Huang, Henry Hongren
2
Janosi, Tibor
2
Kraft, Holger
2
Agarwal, Sumit
1
Ascheberg, Marius
1
Bick, Björn
1
Cetin, Umut
1
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1
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1
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1
Emmerling, Thomas
1
Hirsch, Christian W.
1
Ho, Hsiao-Wei
1
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1
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1
Kau, James B.
1
Keenan, Donald C.
1
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1
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1
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1
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The journal of real estate finance and economics
3
Finance research letters
2
Annals of Applied Probability, Forthcoming
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Innovations in risk management : seminal papers from the Journal of Risk
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of empirical finance
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Review of quantitative finance and accounting
1
The credit market handbook : advanced modeling issues
1
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ECONIS (ZBW)
20
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1
Modeling default risk : a new structural approach
Yildirim, Yildiray
- In:
Finance research letters
3
(
2006
)
3
,
pp. 165-172
Persistent link: https://www.econbiz.de/10003374031
Saved in:
2
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
3
Estimating expected losses and liquidity discounts implicit in debt prices
Janosi, Tibor
;
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Innovations in risk management : seminal papers from …
,
(pp. 457-507)
.
2004
Persistent link: https://www.econbiz.de/10002600556
Saved in:
4
Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius
;
Jarrow, Robert A.
;
Kraft, Holger
; …
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 183-216)
.
2013
Persistent link: https://www.econbiz.de/10010412565
Saved in:
5
Estimating default probabilities implicit in equity prices
Janosi, Tibor
;
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The credit market handbook : advanced modeling issues
,
(pp. 1-38)
.
2006
Persistent link: https://www.econbiz.de/10003338037
Saved in:
6
Leverage, options liabilities, and corporate bond pricing
Huang, Hongming
;
Yildirim, Yildiray
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 245-276
Persistent link: https://www.econbiz.de/10003835034
Saved in:
7
Credit risk and the term structure of lease rates : a reduced form approach
Ambrose, Brent William
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
37
(
2008
)
3
,
pp. 281-298
Persistent link: https://www.econbiz.de/10003766787
Saved in:
8
Default and prepayment modelling in participating mortgages
Varli, Yusuf
;
Yildirim, Yildiray
- In:
Journal of banking & finance
61
(
2015
),
pp. 81-88
Persistent link: https://www.econbiz.de/10011545141
Saved in:
9
Capital structure and the substitutability versus complementarity nature of leases and debt
Ambrose, Brent William
;
Emmerling, Thomas
;
Huang, Henry H.
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
3
,
pp. 659-695
Persistent link: https://www.econbiz.de/10012035128
Saved in:
10
Estimating default probabilities implicit in commercial mortgage backed securities (CMBS)
Kau, James B.
;
Keenan, Donald C.
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
39
(
2009
)
2
,
pp. 107-117
Persistent link: https://www.econbiz.de/10003873974
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