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~isPartOf:"Discussion paper / Deutsche Bundesbank"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Credit risk
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Kreditrisiko
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Discussion paper / Deutsche Bundesbank
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
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Journal of financial economics
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International review of financial analysis
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European journal of operational research : EJOR
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The journal of corporate finance : contracting, governance and organization
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Pacific-Basin finance journal
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Journal of international money and finance
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The European journal of finance
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The journal of real estate finance and economics
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Economics letters
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Journal of empirical finance
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Emerging markets, finance and trade : EMFT
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Journal of Banking & Finance
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Review of finance : journal of the European Finance Association
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The journal of financial market infrastructures
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International journal of finance & economics : IJFE
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The accounting review : a publication of the American Accounting Association
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ECONIS (ZBW)
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41
CVA for Cliquet options under Heston model
Feng, Yaqin
;
Wang, Min
;
Zhang, Yuanqing
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 272-282
Persistent link: https://www.econbiz.de/10012120248
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42
Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model
Lin, Saiyan
;
Chen, Rongda
;
Lv, Zhihong
;
Zhou, Tianqing
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012202884
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43
Bank risk aggregation with forward-looking textual risk disclosures
Wei, Lu
;
Li, Guowen
;
Li, Jianping
;
Zhu, Xiaoqian
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012203124
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44
Inferences of default risk and borrower characteristics on P2P lending
Chen, Cathy W. S.
;
Dong, Manh Cuong
;
Liu, Nathan
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012203151
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45
Predicting failure risk using financial ratios : quantile hazard model approach
Dong, Manh Cuong
;
Tian, Shaonan
;
Chen, Cathy W. S.
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 204-220
Persistent link: https://www.econbiz.de/10012036537
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46
Credit risk of subsidiaries of foreign banks in CEE countries : impacts of the parent bank and home country economic environment
Škrabić Perić, Blanka
;
Smiljanić, Ana Rimac
; …
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 49-69
Persistent link: https://www.econbiz.de/10012036593
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47
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
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48
Fair valuation of mortgage insurance under stochastic default and interest rates
Wu, Yang-Che
;
Huang, Yi-Ting
;
Lin, Shih-kuei
;
Chuang, …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 433-447
Persistent link: https://www.econbiz.de/10011938144
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49
Central bank standing facilities, counterparty risk, and OTC-interbank lending
Vollmer, Uwe
;
Wiese, Harald
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 101-122
Persistent link: https://www.econbiz.de/10011672625
Saved in:
50
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
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