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Implied asset value distributi...
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Theorie
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Löffler, Gunter
24
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Refining the Carlson-Parkin method
Löffler, Gunter
- In:
Economics letters
64
(
1999
)
2
,
pp. 167-171
Persistent link: https://www.econbiz.de/10001399225
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2
The effects of estimation error on measures of portfolio credit risk
Löffler, Gunter
- In:
Journal of banking & finance
27
(
2003
)
8
,
pp. 1427-1453
Persistent link: https://www.econbiz.de/10001770305
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3
Avoiding the rating bounce : why rating agencies are slow to react to new information
Löffler, Gunter
- In:
Journal of economic behavior & organization : JEBO
56
(
2005
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10002678163
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4
Implied asset value distributions
Löffler, Gunter
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 875-883
Persistent link: https://www.econbiz.de/10002150750
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5
Ratings versus market-based measures of default risk in portfolio governance
Löffler, Gunter
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2715-2746
Persistent link: https://www.econbiz.de/10002361911
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6
An anatomy of rating through the cycle
Löffler, Gunter
- In:
Journal of banking & finance
28
(
2004
)
3
,
pp. 695-720
Persistent link: https://www.econbiz.de/10001911194
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7
Can rating agencies look through the cycle?
Löffler, Gunter
- In:
Review of quantitative finance and accounting
40
(
2013
)
4
,
pp. 623-646
Persistent link: https://www.econbiz.de/10009739608
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8
Can market discipline work in the case of rating agencies? : some lessons from Moody's stock price
Löffler, Gunter
- In:
Journal of financial services research : JFSR
43
(
2013
)
2
,
pp. 149-174
Persistent link: https://www.econbiz.de/10009728475
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9
The systemic risk implications of using credit ratings versus quantitative measures to limit bond portfolio risk
Löffler, Gunter
- In:
Journal of financial services research
58
(
2020
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10012298960
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10
Avoiding the rating bounce : why rating agencies are slow to react to new information
Löffler, Gunter
-
2002
Persistent link: https://www.econbiz.de/10013444472
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