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~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Broll, Udo"
~person:"Campbell, Donald E."
~person:"Fabozzi, Frank J."
~person:"Güth, Werner"
~person:"Hassler, Uwe"
~person:"Hayre, Lakhbir S."
~person:"Krämer, Walter"
~person:"Peel, David"
~subject:"Anleihe"
~subject:"CAPM"
~subject:"Credit derivative"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Statistical distribution"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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5
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Broll, Udo
Campbell, Donald E.
Fabozzi, Frank J.
Güth, Werner
Hassler, Uwe
Hayre, Lakhbir S.
Krämer, Walter
Peel, David
Mukherjee, Arijit
6
Wang, Leonard F. S.
6
Cozzi, Guido
5
Friehe, Tim
5
Petrakēs, Emmanuēl
5
Stark, Oded
5
Tsionas, Efthymios G.
5
Vasconcelos, Helder
5
Wu, Jianhong
5
Arbex, Marcelo
4
Casajus, André
4
Etro, Federico
4
Li, Youping
4
Matsumura, Toshihiro
4
Sato, Susumu
4
Schmitz, Patrick W.
4
Skartados, Panagiotis
4
Wang, Wei
4
Basak, Debasmita
3
Baumann, Florian
3
Brito, Duarte
3
Choi, Kangsik
3
Chu, Angus C.
3
Cremer, Helmuth
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3
Kollmann, Robert
3
Kunkler, Michael
3
Kutlu, Levent
3
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3
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3
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3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
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5
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4
Finance research letters
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4
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European journal of operational research : EJOR
1
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ECONIS (ZBW)
8
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1
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
2
Skill Scores and modified Lorenz domination in default forecasts
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
181
(
2019
),
pp. 61-64
Persistent link: https://www.econbiz.de/10012121880
Saved in:
3
Predictability dynamics of emerging sovereign CDS markets
Sensoy, Ahmet
;
Fabozzi, Frank J.
;
Eraslan, Veysel
- In:
Economics letters
161
(
2017
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011903820
Saved in:
4
Comparing the accuracy of default predictions in the rating industry for different sets of obligors
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
145
(
2016
),
pp. 48-51
Persistent link: https://www.econbiz.de/10011618170
Saved in:
5
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
6
The finer structure of resolute, neutral, and anonymous social choice : correspondences
Campbell, Donald E.
;
Kelly, Jerry S.
- In:
Economics letters
132
(
2015
),
pp. 109-111
Persistent link: https://www.econbiz.de/10011431425
Saved in:
7
A simple and focused backtest of value at risk
Krämer, Walter
;
Wied, Dominik
- In:
Economics letters
137
(
2015
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
Saved in:
8
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
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