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~isPartOf:"Discussion paper"
~isPartOf:"International finance discussion papers"
~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Bai, Jennie"
~person:"Cakici, Nusret"
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Search: subject_exact:"Zinsstrukturmodell"
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Yield curve
4
Zinsstruktur
4
Credit risk
3
Kreditrisiko
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2
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2
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Bai, Jennie
Cakici, Nusret
Chiarella, Carl
11
Platen, Eckhard
8
Filipović, Damir
7
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
6
Kamin, Steven
5
Prisman, Eliezer Zeev
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Halberstadt, Arne
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Bekaert, Geert
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Binsbergen, Jules H. van
3
Boyarchenko, Nina
3
Chernov, Mikhail
3
Goldstein, Robert S.
3
Gouriéroux, Christian
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Heinemann, Friedrich
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Kimmel, Robert
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Koijen, Ralph S. J.
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Levendorskij, Sergej Z.
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Rutkowski, Marek
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Scaillet, Olivier
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Singleton, Kenneth J.
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Teichmann, Josef
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Winkelmann, Lars
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Yang, Fan
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Yu, Fan
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Chege Maina, Samuel
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Cheridito, Patrick
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Claessens, Stijn
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Discussion paper
International finance discussion papers
Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Staff reports / Federal Reserve Bank of New York
2
Financial markets, institutions & instruments
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Georgetown McDonough School of Business Research Paper
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
Saved in:
2
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
3
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
4
The value of deposit insurance in the presence of interest rate and credit risk
Anderson, Ronald W.
;
Cakici, Nusret
-
1993
Persistent link: https://www.econbiz.de/10000850977
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