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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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Altman, Edward I.
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
495
Journal of financial stability
157
NBER working paper series
157
Finance research letters
150
International journal of theoretical and applied finance
138
The journal of fixed income
132
Journal of financial economics
129
International review of financial analysis
127
Working paper / National Bureau of Economic Research, Inc.
125
NBER Working Paper
122
Working paper series / European Central Bank
121
Journal of risk management in financial institutions
119
Discussion papers / CEPR
110
European journal of operational research : EJOR
99
International review of economics & finance : IREF
96
Journal of international financial markets, institutions & money
95
Discussion paper / Centre for Economic Policy Research
94
Finance and economics discussion series
94
IMF working papers
89
Risks : open access journal
87
Discussion paper
86
Research paper series / Swiss Finance Institute
85
The journal of risk model validation
84
Economic modelling
79
Journal of financial services research : JFSR
79
Review of quantitative finance and accounting
79
The North American journal of economics and finance : a journal of financial economics studies
78
ECB Working Paper
77
The journal of corporate finance : contracting, governance and organization
77
Management science : journal of the Institute for Operations Research and the Management Sciences
75
SpringerLink / Bücher
73
The European journal of finance
73
Research in international business and finance
72
The journal of structured finance
72
Applied economics letters
71
Applied economics
70
Journal of financial intermediation
70
The journal of real estate finance and economics
70
Discussion paper / Tinbergen Institute
69
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ECONIS (ZBW)
162
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1
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
2
Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias
;
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
Saved in:
3
A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
4
Time series models for credit default
swap
premiums
Eifert, Márton
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 21-44
Persistent link: https://www.econbiz.de/10011380101
Saved in:
5
Modeling credit spreads with the Cheyette model and its application to credit default swaptions
Natcheva-Acar, Kalina
;
Acar, Sarp Kaya
;
Krekel, Martin
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 47-71
Persistent link: https://www.econbiz.de/10009518037
Saved in:
6
Recovery swaps
Berd, Arthur M.
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. [61]-70
Persistent link: https://www.econbiz.de/10003198826
Saved in:
7
Applying the zero-adjusted inverse Gaussian model to predict probability of default and exposure at default for a credit card portfolio
Troian, Rafael Rodrigues
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 63-81
Persistent link: https://www.econbiz.de/10009781085
Saved in:
8
A nonparametric approach to incorporating incomplete workouts into loss given default estimates
Rapisarda, Grazia
;
Echeverry, David
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 47-61
Persistent link: https://www.econbiz.de/10009781086
Saved in:
9
Analytical solutions for the expected loss of a collateralized loan : a square root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 27-44
Persistent link: https://www.econbiz.de/10009781088
Saved in:
10
Issuer bias in corporate ratings toward financially constrained firms
Hasan, Mohammad
;
Kapadia, Nikunj
;
Siddique, Akhtar R.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012041610
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