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isPartOf:"The journal of fixed income"
~subject:"ARCH model"
~subject:"Hedge fund"
~subject:"World"
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The journal of fixed income
Journal of banking & finance
39
Energy economics
38
Finance research letters
35
The North American journal of economics and finance : a journal of financial economics studies
34
Economic modelling
28
Journal of empirical finance
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Journal of risk
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International review of financial analysis
24
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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Risks : open access journal
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Applied economics letters
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Discussion paper / Tinbergen Institute
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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CORE discussion paper : DP
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Journal of financial econometrics
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Journal of international money and finance
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Journal of risk management in financial institutions
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Research paper series / Swiss Finance Institute
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Insurance / Mathematics & economics
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International journal of economics and financial issues : IJEFI
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Journal of mathematical finance
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Risk management : a journal of risk, crisis and disaster
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SpringerLink / Bücher
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1
On the Basel Accord's inverse relationship between default probability and asset correlation : an empirical study
Blümke, Oliver
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 38-47
Persistent link: https://www.econbiz.de/10011399847
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2
A simple empirical model of equity-implied probabilities of default
Altman, Edward I.
;
Fargher, Neil
;
Kalotay, Egon
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 71-85
Persistent link: https://www.econbiz.de/10008858607
Saved in:
3
Hedge fund risk factors and the value at risk of fixed income trading strategies
Loudon, Geoffrey F.
;
Okunev, John
;
White, Derek
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10003400072
Saved in:
4
Value at risk for interest rate-dependent securities
Cakici, Nusret
;
Foster, Kevin R.
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 81-95
Persistent link: https://www.econbiz.de/10001774645
Saved in:
5
Value at risk estimates for Brady bond portfolios
D'Vari, Ron
;
Sosa, Juan C.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001549788
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