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~accessRights:"restricted"
~isPartOf:"Discussion paper / Deutsche Bundesbank"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Risikoprämie"
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Risikoprämie
Credit risk
56
Kreditrisiko
56
Theorie
19
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19
Financial crisis
12
Finanzkrise
12
Credit derivative
11
Kreditderivat
11
Bank lending
10
Derivat
10
Derivative
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Kreditgeschäft
10
Risk premium
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Insolvency
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Option pricing theory
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Optionspreistheorie
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Bank
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Risiko
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Risk
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Yield curve
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Bank risk
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Bankrisiko
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Corporate bond
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Credit
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Öffentliche Anleihe
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Wang, Xingchun
2
Camba-Méndez, Gonzalo
1
Champagne, Claudia
1
Chen, Che-Ying
1
Choe, Geon Ho
1
Choi, So Eun
1
Coggins, Frank
1
Duran, Miguel A.
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Jang, Hyun Jin
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Kanno, Masayasu
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Li, Zelei
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Liu, Shiao-Yen
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Maia, João Pedro Neves
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Montes, Gabriel Caldas
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Serwa, Dobromił
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Discussion paper / Deutsche Bundesbank
The North American journal of economics and finance : a journal of financial economics studies
Journal of financial economics
16
Finance research letters
15
International review of economics & finance : IREF
14
Journal of financial stability
14
Discussion papers / CEPR
12
Journal of banking & finance
12
Journal of international financial markets, institutions & money
11
Journal of international money and finance
11
Research in international business and finance
11
Review of quantitative finance and accounting
10
Journal of empirical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Applied economics
7
Economic modelling
7
International review of financial analysis
7
Pacific-Basin finance journal
7
Working paper / National Bureau of Economic Research, Inc.
7
Review of derivatives research
6
The European journal of finance
6
Journal of financial markets
5
Journal of international economics
5
Review of finance : journal of the European Finance Association
5
Discussion paper / Centre for Economic Policy Research
4
European journal of operational research : EJOR
4
The journal of credit risk : published quarterly by Incisive Media
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International journal of finance & economics : IJFE
3
International journal of financial engineering
3
Journal of financial econometrics
3
Journal of mathematical finance
3
Journal of monetary economics
3
Journal of multinational financial management
3
Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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The journal of asset management
3
The journal of corporate finance : contracting, governance and organization
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The review of financial studies
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ECONIS (ZBW)
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1
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:
2
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:
3
The risk-return relation in the corporate loan market
Duran, Miguel A.
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013449103
Saved in:
4
Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
Saved in:
5
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
6
Interconnectedness and systemic risk in the US CDS market
Kanno, Masayasu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012666019
Saved in:
7
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
8
Corporate bond market interdependence : credit spread correlation between and within U.S. and Canadian corporate bond markets
Champagne, Claudia
;
Coggins, Frank
;
Sodjahin, Amos
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011878922
Saved in:
9
Re-examining risk premiums in the Fama-French model : the role of investor sentiment
Wu, Po-Chin
;
Liu, Shiao-Yen
;
Chen, Che-Ying
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 154-171
Persistent link: https://www.econbiz.de/10011672644
Saved in:
10
Market perception of sovereign credit risk in the euro area during the financial crisis
Camba-Méndez, Gonzalo
;
Serwa, Dobromił
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 168-189
Persistent link: https://www.econbiz.de/10011672946
Saved in:
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