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~isPartOf:"Discussion paper / Deutsche Bundesbank"
~isPartOf:"Quantitative finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject_exact:"Credit risk"
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Credit risk
84
Kreditrisiko
84
Theorie
31
Theory
31
Credit derivative
18
Kreditderivat
18
Derivat
16
Derivative
16
Financial crisis
15
Finanzkrise
15
Option pricing theory
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Optionspreistheorie
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Insolvency
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Risk management
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Risk
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Stochastischer Prozess
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Credit rating
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84
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Wang, Xingchun
4
Bao, Ying
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Chen, Cathy W. S.
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Chu, Chih-Kang
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Dong, Manh Cuong
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1
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Discussion paper / Deutsche Bundesbank
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
201
Finance research letters
168
Journal of financial stability
118
Discussion papers / CEPR
107
Discussion paper / Centre for Economic Policy Research
85
The journal of credit risk : published quarterly by Incisive Media
81
International review of economics & finance : IREF
79
Journal of financial economics
75
International review of financial analysis
73
European journal of operational research : EJOR
67
The journal of corporate finance : contracting, governance and organization
67
Research in international business and finance
65
SpringerLink / Bücher
65
Journal of international financial markets, institutions & money
64
Economic modelling
61
Management science : journal of the Institute for Operations Research and the Management Sciences
60
Review of quantitative finance and accounting
57
Working paper / National Bureau of Economic Research, Inc.
57
Applied economics
51
Pacific-Basin finance journal
51
Applied economics letters
46
The journal of risk model validation
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Journal of financial intermediation
44
Journal of international money and finance
44
The European journal of finance
44
The journal of real estate finance and economics
42
Economics letters
33
Journal of empirical finance
33
Emerging markets, finance and trade : EMFT
32
Journal of Banking & Finance
32
Review of finance : journal of the European Finance Association
32
Journal of economic dynamics & control
30
The journal of financial market infrastructures
29
International journal of finance & economics : IJFE
28
Journal of risk
28
The accounting review : a publication of the American Accounting Association
27
International journal of financial engineering
26
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ECONIS (ZBW)
84
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1
Topological properties of reconstructed credit networks and banking systemic risk
Wang, Chao
;
Liu, Xiaoxing
;
Chen, Boyi
;
Li, Menyu
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483644
Saved in:
2
Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas
;
Maia, João Pedro Neves
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
Saved in:
3
Low interest rates, bank's search-for-yield behavior and financial portfolio management
Lojak, Benjamin
;
Makarewicz, Tomasz
;
Proaño Acosta, …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014246882
Saved in:
4
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
5
Predicting credit ratings and transition probabilities : a simple cumulative link model with firm-specific frailty
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Chen, Yi-Chi
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 149-168
Persistent link: https://www.econbiz.de/10013490962
Saved in:
6
Credit rating changes and debt structure
Goebel, Joseph M.
;
Kemper, Kristopher J.
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413341
Saved in:
7
Rigid payment breaking, default spread and yields of Chinese treasury bonds
Huang, Xiaoyong
;
Yu, Cong
;
Chen, Yunping
;
Jia, Fei
;
Xu, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413393
Saved in:
8
Did small or large US banks transmit more risk during the Subprime crisis?
Pino, Gabriel
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013413456
Saved in:
9
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
10
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
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