//--> //--> //--> //-->
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
~isPartOf:"The journal of futures markets"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"Economic modelling"
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
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
401
Portfolio-Management
401
Theorie
251
Theory
251
Credit risk
144
Kreditrisiko
144
Hedging
75
Capital income
74
Kapitaleinkommen
74
Estimation
61
Schätzung
61
Volatility
56
Volatilität
56
Anlageverhalten
53
Behavioural finance
53
Risiko
53
Risk
53
CAPM
51
USA
51
United States
48
Risikomaß
47
Risk measure
47
Credit derivative
43
Kreditderivat
43
Financial crisis
41
Finanzkrise
41
Welt
38
World
38
Derivat
37
Derivative
37
Risk management
37
Risikomanagement
36
Option pricing theory
35
Optionspreistheorie
35
Swap
35
Risikoprämie
34
Risk premium
34
Forecasting model
33
Prognoseverfahren
33
Bank lending
30
more ...
less ...
Online availability
All
Undetermined
240
Free
153
Type of publication
All
Article
380
Book / Working Paper
197
Type of publication (narrower categories)
All
Article in journal
376
Aufsatz in Zeitschrift
376
Arbeitspapier
187
Working Paper
187
Graue Literatur
185
Non-commercial literature
185
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Reprint
1
Sammelwerk
1
more ...
less ...
Language
All
English
577
Author
All
Malamud, Semyon
14
Jondeau, Eric
11
Ongena, Steven
11
Hens, Thorsten
10
Soner, Halil Mete
10
Muhle-Karbe, Johannes
9
Sornette, Didier
9
Evstigneev, Igor V.
8
Yang, Chunpeng
8
Hoesli, Martin
7
Schenk-Hoppé, Klaus Reiner
7
Filipović, Damir
6
Hau, Harald
6
Bacchetta, Philippe
5
Barone-Adesi, Giovanni
5
Cvitanić, Jakša
5
Mele, Antonio
5
Obayashi, Yoshiki
5
Prigent, Jean-Luc
5
Schweizer, Martin
5
Gibson, Rajna
4
Gilli, Manfred
4
Hugonnier, Julien
4
Kelly, Bryan T.
4
Leippold, Markus
4
Liao, Szu-Lang
4
Lien, Da-hsiang Donald
4
Nguyen, Duc Khuong
4
Paolella, Marc S.
4
Rockinger, Michael
4
Scaillet, Olivier
4
Schmedders, Karl
4
Siu, Tak Kuen
4
Van Wincoop, Eric
4
Yao, Haixiang
4
Amir, Rabah
3
An, Yunbi
3
Brooks, Robert
3
Farkas, Walter
3
Hammoudeh, Shawkat
3
more ...
less ...
Published in...
All
The journal of futures markets
Swiss Finance Institute Research Paper
Economic modelling
Journal of banking & finance
1,018
NBER working paper series
689
Working paper / National Bureau of Economic Research, Inc.
587
European journal of operational research : EJOR
563
Insurance / Mathematics & economics
528
NBER Working Paper
515
Finance research letters
501
International review of financial analysis
389
Journal of financial economics
387
International journal of theoretical and applied finance
350
Management science : journal of the Institute for Operations Research and the Management Sciences
313
Discussion paper / Centre for Economic Policy Research
310
Journal of economic dynamics & control
310
Research paper series / Swiss Finance Institute
299
The journal of finance : the journal of the American Finance Association
292
Risks : open access journal
289
Applied economics
274
Economics letters
269
The journal of asset management
261
The journal of portfolio management : a publication of Institutional Investor
258
Journal of empirical finance
255
International review of economics & finance : IREF
252
The review of financial studies
250
SpringerLink / Bücher
248
Finance and stochastics
243
Discussion paper / Tinbergen Institute
237
The European journal of finance
231
The North American journal of economics and finance : a journal of financial economics studies
231
Journal of financial and quantitative analysis : JFQA
226
Quantitative finance
226
Mathematical finance : an international journal of mathematics, statistics and financial theory
223
Journal of risk and financial management : JRFM
221
Journal of international financial markets, institutions & money
208
Discussion papers / CEPR
207
Applied economics letters
206
Research in international business and finance
199
Working paper
195
The journal of fixed income
189
more ...
less ...
Source
All
ECONIS (ZBW)
577
Showing
1
-
10
of
577
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The credit risk components of a
swap
portfolio
Hübner, Georges
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
Saved in:
2
Countercyclical foreign currency borrowing : Eurozone firms in 2007-2009
Bacchetta, Philippe
;
Merrouche, Ouarda
-
2015
disruptions in the FX
swap
market caused a rise in dollar borrowing from US banks, especially for firms in export-oriented sectors …
Persistent link: https://www.econbiz.de/10011507853
Saved in:
3
Government capital injection, credit risk transfer, and bank performance during a financial crisis
Chang, Chuen-Ping
;
Chen, Shi
- In:
Economic modelling
53
(
2016
),
pp. 477-486
Persistent link: https://www.econbiz.de/10011641089
Saved in:
4
Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
Saved in:
5
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
Saved in:
6
Credit risk management in Greater China
Byström, Hans N. E.
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 582-597
Persistent link: https://www.econbiz.de/10003715013
Saved in:
7
Back to the future : futures margins in a future credit default
swap
index futures market
Byström, Hans N. E.
- In:
The journal of futures markets
27
(
2007
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10003493001
Saved in:
8
Counterparty choice in the UK credit default
swap
market : an empirical matching approach
Ferrara, Gerardo
;
Kim, Jun Sung
;
Koo, Bonsoo
;
Liu, Zijun
- In:
Economic modelling
94
(
2021
),
pp. 58-74
Persistent link: https://www.econbiz.de/10012694709
Saved in:
9
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
Saved in:
10
The man in the middle-liquidity provision under central clearing in the credit default
swap
market : a regression discontinuity approach
Schönemann, Gregor
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->