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isPartOf:"The review of financial studies"
~isPartOf:"Journal of risk management in financial institutions"
~subject:"Credit rating"
~subject:"USA"
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Credit rating
USA
Credit risk
166
Kreditrisiko
166
Risikomanagement
49
Risk management
49
United States
42
Basel Accord
39
Basler Akkord
39
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Theory
39
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35
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credit risk
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Butler, Alexander W.
2
Campino, Jonas de Oliveira
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Corelli, Angelo
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Davydenko, Sergei A.
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Griffin, John M.
2
Kuehn, Lars-Alexander
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Longstaff, Francis A.
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1
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The review of financial studies
Journal of risk management in financial institutions
Journal of banking & finance
126
Working paper / National Bureau of Economic Research, Inc.
50
The journal of structured finance
46
The journal of fixed income
42
The journal of credit risk : published quarterly by Incisive Media
41
Finance and economics discussion series
37
International review of financial analysis
34
European journal of operational research : EJOR
30
Journal of financial economics
29
Discussion paper / Centre for Economic Policy Research
28
Finance research letters
28
The journal of finance : the journal of the American Finance Association
24
The journal of risk model validation
24
NBER working paper series
23
Working papers / Federal Reserve Bank of Philadelphia, Research Department
21
Journal of international financial markets, institutions & money
20
Journal of the Operational Research Society : OR
20
Working paper series / European Central Bank
20
Agricultural finance review
19
Journal of financial services research : JFSR
19
Review of quantitative finance and accounting
19
Discussion papers / CEPR
17
Journal of financial and quantitative analysis : JFQA
17
Research in international business and finance
17
CFS working paper series
16
International review of economics & finance : IREF
16
Journal of empirical finance
16
Journal of international money and finance
16
Risks : open access journal
16
The European journal of finance
16
The accounting review : a publication of the American Accounting Association
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The journal of real estate finance and economics
16
Working papers / Financial Institutions Center
15
Applied economics
14
Journal of financial intermediation
14
Journal of money, credit and banking : JMCB
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Pacific-Basin finance journal
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ECONIS (ZBW)
58
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1
Are CLO collateral and tranche ratings disconnected?
Griffin, John M.
;
Nickerson, Jordan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2319-2360
Persistent link: https://www.econbiz.de/10014320661
Saved in:
2
Sea-level rise exposure and municipal bond yields
Goldsmith-Pinkham, Paul
;
Gustafson, Matthew T.
;
Lewis, Ryan
- In:
The review of financial studies
36
(
2023
)
11
,
pp. 4588-4635
Persistent link: https://www.econbiz.de/10014392060
Saved in:
3
Leveraging financial personality for inclusive credit scoring amidst global uncertainty
Thiel, Diederick van
;
Goedee, John
;
Leenders, Roger T.
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 22-42
Persistent link: https://www.econbiz.de/10014489152
Saved in:
4
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
5
Persistent crises and levered asset prices
Kuehn, Lars-Alexander
;
Schreindorfer, David
;
Schulz, Florian
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2571-2616
Persistent link: https://www.econbiz.de/10014320692
Saved in:
6
The marginal impact of predicted climate risk scenarios on portfolio credit risk stress testing
Campino, Jonas de Oliveira
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
2
,
pp. 124-137
Persistent link: https://www.econbiz.de/10014286639
Saved in:
7
The market risk premium for unsecured consumer credit risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4756-4801
Persistent link: https://www.econbiz.de/10013400137
Saved in:
8
Predicting sovereign credit ratings for portfolio stress testing
Campino, Jonas de Oliveira
;
Galizia, Frederico
; …
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
3
,
pp. 229-241
Persistent link: https://www.econbiz.de/10012650468
Saved in:
9
Ambiguity, volatility, and credit risk
Augustin, Patrick
;
Izhakian, Yehuda
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1618-1672
Persistent link: https://www.econbiz.de/10012198439
Saved in:
10
Informational efficiency in securitization after Dodd-Frank
Flynn, Sean J. <Jr.>
;
Ghent, Andra C.
;
Tchistyi, Alexei
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5131-5172
Persistent link: https://www.econbiz.de/10012387420
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