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~accessRights:"restricted"
~isPartOf:"Economics and business review"
~isPartOf:"Finance research letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Baviera, Roberto"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Gapeev, Pavel V."
~person:"Hayre, Lakhbir S."
~person:"Takahashi, Akihiko"
~source:"econis"
~subject:"CAPM"
~subject:"Credit rating"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Baviera, Roberto
Broll, Udo
Fabozzi, Frank J.
Gapeev, Pavel V.
Hayre, Lakhbir S.
Takahashi, Akihiko
Zaremba, Adam
6
Madan, Dilip B.
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Economics and business review
Finance research letters
Financial markets and instruments
International journal of theoretical and applied finance
The journal of fixed income
International journal of financial engineering
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Computational economics
3
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Journal of economic dynamics & control
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Journal of financial services research
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Portuguese economic journal
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Risks Related to Environmental, Social and Governmental Issues (ESG)
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of derivatives : JOD
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The journal of economic perspectives : EP ; a journal of the American Economic Association
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ECONIS (ZBW)
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1
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
2
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
3
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
4
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
5
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
6
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
7
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
8
Risk sharing markets and hedging a loan portfolio: a note
Broll, Udo
;
Guo, Xu
;
Welzel, Peter
- In:
Economics and business review
3
(
2017
)
4
,
pp. 47-54
Persistent link: https://www.econbiz.de/10011795807
Saved in:
9
Is the Comprehensive Assessment able to capture banks' risks?
Barucci, Emilio
;
Baviera, Roberto
;
Milani, Carlo
- In:
Finance research letters
19
(
2016
),
pp. 98-104
Persistent link: https://www.econbiz.de/10011657468
Saved in:
10
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
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