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The journal of fixed income
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
113
Risks : open access journal
106
Finance research letters
103
International review of financial analysis
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ECONIS (ZBW)
12
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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
Saved in:
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
Anisotropic credit scheme for municipal revenue bonds
Parnes, Dror
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 91-99
Persistent link: https://www.econbiz.de/10009007988
Saved in:
4
Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
Saved in:
5
A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel
;
Meyeredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
Saved in:
6
Integrating market and credit risk using a simplified frailty default correlation structure
Kuo, Cheng-kun
;
Lee, Chih-Wei
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 48-58
Persistent link: https://www.econbiz.de/10003502386
Saved in:
7
Bond portfolio optimization : a risk-return approach
Korn, Olaf
;
Koziol, Christion
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 48-60
Persistent link: https://www.econbiz.de/10003339406
Saved in:
8
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:
9
The reaction of term structure of interest rates to monetary policy actions
Goukasian, Levon
;
Cialenco, Igor
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 76-91
Persistent link: https://www.econbiz.de/10003400093
Saved in:
10
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:
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