//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Arbeitspapier"
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
US Corporate Default Swap Valu...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
5
Kreditrisiko
5
Theorie
3
Theory
3
Liquidity
2
Liquidität
2
Portfolio selection
2
Portfolio-Management
2
USA
2
United States
2
2004-2006
1
Anleihe
1
Bid-ask spread
1
Bond
1
Business cycle
1
Collateral
1
Credit derivative
1
Credit market
1
Dynamic programming
1
Dynamische Optimierung
1
Economic growth
1
Estimation
1
Financial crisis
1
Finanzkrise
1
Geld-Brief-Spanne
1
Geldpolitik
1
Hedging
1
Insolvency
1
Insolvenz
1
Interest rate risk
1
Investition
1
Investment
1
Konjunktur
1
Kreditderivat
1
Kreditmarkt
1
Kreditsicherung
1
Market liquidity
1
Markov chain
1
Markov-Kette
1
Marktliquidität
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
16
Aufsatz in Zeitschrift
16
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
7
Author
All
Dunbar, Kwamie
7
Edwards, Albert J.
1
Schröder, Thomas
1
Published in...
All
Working papers / University of Connecticut, Department of Economics
7
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of the FOMC's monetary policy actions on the growth of credit risk : the monetary policy - liquidity paradox
Dunbar, Kwamie
-
2008
Persistent link: https://www.econbiz.de/10003810701
Saved in:
2
The effects of credit risk on dynamic portfolio management : a new computational approach
Dunbar, Kwamie
-
2009
Persistent link: https://www.econbiz.de/10003867013
Saved in:
3
Solving the non-linear dynamic asset allocation problem : effects of arbitrary stochastic processes and unsystematic risk on the super efficient portfolio space
Dunbar, Kwamie
-
2009
Persistent link: https://www.econbiz.de/10003867015
Saved in:
4
US corporate default swap valuation : the market liquidity hypothesis and autonomous credit risk
Dunbar, Kwamie
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003474194
Saved in:
5
Stochastic business cycle volatilities, capital accumulation and economic growth : lessons from the global credit market crisis
Dunbar, Kwamie
-
2009
Persistent link: https://www.econbiz.de/10003949748
Saved in:
6
Empirical analysis of credit risk regime switching and temporal conditional default correlation in credit default swap valuation : the market liquidity effect
Dunbar, Kwamie
(
contributor
);
Edwards, Albert J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003474201
Saved in:
7
Effectively hedging the interest rate risk of wide floating rate coupon spreads
Schröder, Thomas
;
Dunbar, Kwamie
-
2010
Persistent link: https://www.econbiz.de/10003949824
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->