//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"The journal of fixed income"
~language:"eng"
~person:"Aronsson, Thomas"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Krämer, Walter"
~person:"Marjit, Sugata"
~person:"Peel, David"
~subject:"CAPM"
~subject:"Credit derivative"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 22 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Credit derivative
Derivat
Kreditrisiko
Kreditsicherung
Kreditwürdigkeit
Statistical distribution
Theorie
Time series analysis
Theory
60
USA
19
United States
19
Estimation theory
15
Schätztheorie
15
Großbritannien
11
United Kingdom
11
Yield curve
10
Zinsstruktur
10
Portfolio selection
9
Portfolio-Management
9
Anleihe
8
Bond
8
Zeitreihenanalyse
8
Asset-Backed Securities
7
Asset-backed securities
7
Hypothek
7
Mortgage
7
Credit risk
6
Derivative
6
Forecasting model
6
Option pricing theory
6
Optionspreistheorie
6
Prognoseverfahren
6
Geldpolitik
5
Kreditderivat
5
Monetary policy
5
Preisdifferenzierung
5
Price discrimination
5
Räumlicher Wettbewerb
5
Spatial competition
5
Capital income
4
Collateral
4
Credit rating
4
Gambling
4
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
79
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
71
Book section
8
Language
All
English
Author
All
Aronsson, Thomas
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Krämer, Walter
Marjit, Sugata
Peel, David
Stark, Oded
19
Matsumura, Toshihiro
12
Mukherjee, Arijit
12
Cantor, Richard
11
Franses, Philip Hans
11
Färe, Rolf
11
Lambertini, Luca
11
Schmidt, Peter
11
Beladi, Hamid
10
Giles, David E. A.
10
Hassler, Uwe
10
Lai, Ching-chong
10
Lee, Junsoo
10
Schmitz, Patrick W.
10
Stengos, Thanasēs
10
Chen, Ren-Raw
9
Harrington, Joseph Emmett
9
Li, Qi
9
Basu, Kaushik
8
Bénassy, Jean-Pascal
8
Eeckhoudt, Louis R.
8
Gehrlein, William V.
8
Goodman, Laurie Sharon
8
Kapetanios, George
8
Neilson, William
8
Shaffer, Sherrill
8
Shin, Dong-wan
8
Thomson, William
8
Wang, Leonard F. S.
8
Wooldridge, Jeffrey M.
8
Campbell, Donald E.
7
Corchón, Luis C.
7
Egger, Peter
7
Friehe, Tim
7
Güth, Werner
7
more ...
less ...
Published in...
All
Economics letters
Financial markets and instruments
The journal of fixed income
The handbook of fixed income securities
17
Valuation, financial modeling, and quantitative tools
17
Applied economics
14
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
International review of economics & finance : IREF
9
Applied economics letters
8
Economic modelling
8
European journal of political economy
8
FinanzArchiv : public finance analysis
8
International journal of theoretical and applied finance
8
Journal of economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of economic behavior & organization : JEBO
7
Journal of international money and finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Economica
6
Finance research letters
6
Journal of banking & finance
6
Journal of development economics
6
Journal of forecasting
6
Journal of public economics
6
Keio economic studies
6
Review of development economics
6
Applied financial economics
5
Computational economics
5
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
5
German economic review
5
International economic review
5
Review of international economics
5
Bulletin of economic research
4
Econometric theory
4
European economic review : EER
4
International tax and public finance
4
Jahrbücher für Nationalökonomie und Statistik
4
Journal of institutional and theoretical economics : JITE
4
Oxford economic papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
79
Showing
1
-
10
of
79
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
4
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
5
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:
6
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
7
A comment on "Vertical mergers and downstream spatial competition with different product varieties"
Eleftheriou, Konstantinos
;
Michelacakis, Nickolas J.
- In:
Economics letters
143
(
2016
),
pp. 84-86
Persistent link: https://www.econbiz.de/10011616900
Saved in:
8
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:
9
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:
10
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->