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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"The journal of futures markets"
~source:"econis"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Credit derivative
37
Kreditderivat
37
Credit risk
25
Kreditrisiko
25
Swap
12
USA
9
United States
9
Derivat
8
Derivative
8
Börsenkurs
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Estimation
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Schätzung
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Share price
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Volatility
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Volatilität
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Theorie
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Theory
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Forecasting model
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Prognoseverfahren
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Welt
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World
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Aktienmarkt
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Capital market returns
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Credit insurance
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Kapitalmarktrendite
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Kreditversicherung
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Risikoprämie
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Risk premium
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Stock market
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Yield curve
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Zinsstruktur
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credit default swap
4
Corporate bond
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Financial crisis
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Finanzkrise
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Multivariate distribution
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Unternehmensanleihe
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credit risk
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Dupuis, Debbie
1
Jacquier, Eric
1
Li, Ping
1
Li, Ze-Zheng
1
Meneguzzo, Davide
1
Papageorgiou, Nicolas
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Rémillard, Bruno
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Vecchiato, Walter
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European financial management : the journal of the European Financial Management Association
The journal of futures markets
International journal of theoretical and applied finance
5
The North American journal of economics and finance : a journal of financial economics studies
4
Review of derivatives research
3
The journal of credit risk : published quarterly by Incisive Media
3
Applied economics
2
Applied mathematical finance
2
BestMasters
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Economic modelling
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Insurance / Mathematics & economics
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Journal of banking & finance
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The journal of financial market infrastructures
2
Annals of economics and statistics
1
Applied economics letters
1
BIS working papers
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Decisions in economics and finance : a journal of applied mathematics
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Discussion paper
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Discussion paper / Deutsche Bundesbank
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ERID working paper
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Economic systems
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Economics / Discussion papers : the open-access, open-assessment e-journal
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European journal of operational research : EJOR
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Finance and stochastics
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Finance research letters
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Financial markets and asset pricing
1
IES working paper
1
IMA journal of management mathematics
1
IMES discussion paper series / Englische Ausgabe
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of economics, finance and management sciences : IJEFM
1
International journal of financial research
1
International journal of forecasting
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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Change analysis for the dependence structure and dynamic pricing of basket default swaps
Li, Ping
;
Li, Ze-Zheng
- In:
European financial management : the journal of the …
21
(
2015
)
4
,
pp. 646-671
Persistent link: https://www.econbiz.de/10011408174
Saved in:
2
Empirical evidence on the dependence of credit default swaps and equity prices
Dupuis, Debbie
;
Jacquier, Eric
;
Papageorgiou, Nicolas
; …
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 695-712
Persistent link: https://www.econbiz.de/10003899237
Saved in:
3
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
Saved in:
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