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Emission-Income Relationships
1
Identification
1
Jarrow-Lando-Turnbull model
1
Panel Data
1
Reduced-Form (Semi-)Parametric Estimation
1
rating-based reduced form model
1
step-up bonds
1
transition probabilities
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Dijkgraaf, Elbert
1
Houweling, Patrick
1
Melenberg, Bertrand
1
Mentink, Albert
1
Vollebergh, Herman R.J.
1
Vorst, Ton
1
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Tinbergen Institute
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
3
Frankfurt School of Finance and Management
3
Tinbergen Instituut
3
California Institute of Technology, Division of the Humanities and Social Sciences
2
Department of Economics and Related Studies, University of York
2
Deutsche Bundesbank
2
Economics Department, Temple University
2
Research Institute for Economics and Business Administration, Kobe University
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centro de Investigaciones Económicas y Empresariales, Universidad Privada Boliviana
1
Departamento de Economía, Facultad de Ciencias Sociales
1
Department Volkswirtschaftlehre, Universität Bern
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
EconWPA
1
Economics Department, State University of New York-Stony Brook (SUNY)
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
1
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
1
Institute for the Study of Labor (IZA)
1
NET Institute
1
Narodowy Bank Polski
1
School of Economics and Management, University of Aarhus
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
The South Asian Network for Development and Environmental Economics
1
Université Paris-Dauphine
1
Université Paris-Dauphine (Paris IX)
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Tinbergen Institute Discussion Papers
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RePEc
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Identifying
Reduced-Form
Relations with Panel Data
Vollebergh, Herman R.J.
;
Melenberg, Bertrand
; …
-
Tinbergen Institute
-
2007
/or technology) effects for these
reduced-form
relationships that are insensitive to the required subjective choices and consistent …
Persistent link: https://www.econbiz.de/10005137196
Saved in:
2
Valuing Euro Rating-Triggered Step-Up Telecom Bonds
Houweling, Patrick
;
Mentink, Albert
;
Vorst, Ton
-
Tinbergen Institute
-
2003
We value rating-triggered step-up bonds with three methods: (i) the Jarrow, Lando and
Persistent link: https://www.econbiz.de/10005209470
Saved in:
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