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isPartOf:"The review of financial studies"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Betriebliche Liquidität"
~subject:"Business cycle"
~subject:"Risikoprämie"
~type_genre:"Aufsatz in Zeitschrift"
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Betriebliche Liquidität
Business cycle
Risikoprämie
Credit risk
215
Kreditrisiko
215
Theorie
94
Theory
94
Insolvency
50
Insolvenz
50
Credit rating
38
Kreditwürdigkeit
38
USA
38
United States
38
Portfolio selection
34
Portfolio-Management
34
Bank lending
29
Credit derivative
29
Kreditderivat
29
Kreditgeschäft
29
credit risk
27
Basel Accord
24
Basler Akkord
24
Forecasting model
23
Prognoseverfahren
23
Risikomanagement
23
Risk management
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Derivat
21
Derivative
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Financial services
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Finanzdienstleistung
21
Risikomaß
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Risk measure
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Corporate bond
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Unternehmensanleihe
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Yield curve
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Zinsstruktur
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Estimation
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Hypothek
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Risk premium
14
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Aufsatz in Zeitschrift
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30
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English
30
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Altman, Edward I.
2
He, Zhiguo
2
Longstaff, Francis A.
2
Strebulaev, Ilya A.
2
Acharya, Viral V.
1
Adrian, Tobias
1
Andersson, Patrik
1
Benzschawei, Terry
1
Berg, Tobias
1
Bhamra, Harjoat Singh
1
Breeden, Joseph L.
1
Calem, Paul Seth
1
Chen, Heng Z.
1
Chen, Hui
1
Chernov, Mikhail
1
Cohen, Albert
1
Costanzino, Nick
1
Cui, Rui
1
Davydenko, Sergei A.
1
De Luca, Francesco
1
Driessen, Joost
1
Duffee, Gregory R.
1
Dunn, Brett R.
1
Fleckenstein, Matthias
1
Fu, Liang
1
Haerri, Matthias
1
Harju, Antti J.
1
Jagtiani, Julapa
1
Jobst, Rainer
1
Kuehn, Lars-Alexander
1
Magri, Silvia
1
Meschieri, Enrica
1
Mester, Loretta J.
1
Milbradt, Konstantin
1
Morkoetter, Stefan
1
Murphy, Austin
1
Pan, Yihui
1
Račev, Svetlozar T.
1
Repullo, Rafael
1
Rodano, Giacomo
1
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The review of financial studies
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
66
Journal of financial stability
30
Journal of financial economics
29
Journal of international financial markets, institutions & money
25
Finance research letters
23
International review of economics & finance : IREF
20
Journal of international money and finance
19
Economic modelling
18
International review of financial analysis
18
Applied economics
17
Research in international business and finance
17
Journal of empirical finance
16
The journal of fixed income
16
Journal of economic dynamics & control
14
Review of quantitative finance and accounting
14
The North American journal of economics and finance : a journal of financial economics studies
14
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The European journal of finance
11
Journal of risk and financial management : JRFM
10
Pacific-Basin finance journal
10
International journal of theoretical and applied finance
9
Journal of monetary economics
8
Review of finance : journal of the European Finance Association
8
The journal of corporate finance : contracting, governance and organization
8
Journal of financial and quantitative analysis : JFQA
7
Journal of financial markets
7
Risks : open access journal
7
The journal of finance : the journal of the American Finance Association
7
Applied economics letters
6
European journal of operational research : EJOR
6
International journal of economics and finance
6
Journal of international economics
6
Journal of macroeconomics
6
Journal of risk management in financial institutions
6
Review of derivatives research
6
The journal of risk model validation
6
Economics letters
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
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ECONIS (ZBW)
30
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1
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
2
Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
Saved in:
3
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:
4
Merton's model with recovery risk
Cohen, Albert
;
Costanzino, Nick
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 93-118
Persistent link: https://www.econbiz.de/10014546392
Saved in:
5
Bankcard performance during the great recession : a consumer-level analysis
Calem, Paul Seth
;
Jagtiani, Julapa
;
Mester, Loretta J.
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012494771
Saved in:
6
Current expected credit loss procyclicality : it depends on the model
Breeden, Joseph L.
;
Vaskouski, Maxim
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012298972
Saved in:
7
Covid-19 and the credit cycle
Altman, Edward I.
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012298985
Saved in:
8
Are lenders using risk-based pricing in the Italian consumer loan market? : he effect of the 2008 crisis
Magri, Silvia
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10012100570
Saved in:
9
A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
Altman, Edward I.
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012041794
Saved in:
10
Lending standards over the credit cycle
Rodano, Giacomo
;
Serrano-Velarde, Nicolas
;
Tarantino, …
- In:
The review of financial studies
31
(
2018
)
8
,
pp. 2943-2982
Persistent link: https://www.econbiz.de/10012002000
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