//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~source:"econis"
~subject:"Credit risk"
~subject:"Risikoprämie"
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: subject_exact:"Internationale Zinsdifferenz"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Risikoprämie
Yield curve
111
Zinsstruktur
111
Theorie
51
Theory
51
Option pricing theory
40
Optionspreistheorie
40
Interest rate derivative
26
Stochastic process
26
Stochastischer Prozess
26
Zinsderivat
26
Derivat
25
Derivative
25
Volatility
17
Volatilität
17
Interest rate
16
Zins
16
Kreditrisiko
15
Risk premium
12
Swap
12
CAPM
11
Markov chain
11
Markov-Kette
11
Anleihe
10
Bond
10
Estimation
9
Schätzung
9
Portfolio selection
7
Portfolio-Management
7
Credit derivative
6
Kreditderivat
6
Capital income
5
Estimation theory
5
Hedging
5
Kapitaleinkommen
5
Schätztheorie
5
Credit
4
Forecasting model
4
Geldmarkt
4
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Conference paper
1
Konferenzbeitrag
1
Language
All
English
24
Author
All
Rebonato, Riccardo
4
Schmidt, Thorsten
3
Nishihara, Michi
2
Shibata, Takashi
2
Almeida, Caio
1
Banerjee, Tamal
1
Brigo, Damiano
1
Brody, Dorje C.
1
Capriotti, Luca
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Fabozzi, Frank J.
1
Ghosh, Mrinal K.
1
Gümbel, Sandrine
1
Hainaut, Donatien
1
Huang, Wen-Li
1
Huehne, Florian
1
Hughston, Lane P.
1
Itkin, A.
1
Iyer, Srikanth K.
1
Kraft, Holger
1
Lee, Jacky
1
Leunga, Charles Guy Njike
1
Liu, Wen-Qiong
1
Macrina, Andrea
1
Meier, David M.
1
Ng, Leslie
1
Nikitopoulos, Christina Sklibosios
1
O'Donoghue, Brendan
1
Pallavicini, Andrea
1
Papatheodorou, Vasileios
1
Peacock, Matthew
1
Putiatyn, Vlad
1
Rutkowski, Marek
1
Saroka, Ivan
1
Shcherbakov, V.
1
Tunaru, Radu
1
Veygman, A.
1
Yu, Nannan
1
Zabczyk, Jerzy
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of banking & finance
86
Journal of financial economics
51
NBER working paper series
50
NBER Working Paper
41
Journal of international money and finance
37
International review of economics & finance : IREF
36
Working paper / National Bureau of Economic Research, Inc.
35
Finance research letters
33
Working paper series / European Central Bank
31
International review of financial analysis
30
Finance and economics discussion series
29
Discussion papers / CEPR
28
The journal of fixed income
28
Journal of empirical finance
27
The review of financial studies
25
Journal of international financial markets, institutions & money
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Research paper series / Swiss Finance Institute
20
Review of finance : journal of the European Finance Association
19
Working papers / Bank for International Settlements
19
CESifo working papers
18
Discussion paper / Centre for Economic Policy Research
18
The North American journal of economics and finance : a journal of financial economics studies
18
The journal of finance : the journal of the American Finance Association
18
ECB Working Paper
17
Journal of money, credit and banking : JMCB
17
Staff reports / Federal Reserve Bank of New York
17
Working papers series / Federal Reserve Bank of San Francisco
17
Discussion paper
16
Economics letters
16
Journal of economic dynamics & control
16
Working paper
16
Journal of international economics
15
Economic modelling
14
The quarterly journal of finance
14
Applied economics
13
Applied economics letters
13
Temi di discussione / Banca d'Italia
13
Working papers / Bank of England
13
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
2
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
3
Principal-component-based Gaussian affine term structure models : constraints and their financial implications
Rebonato, Riccardo
;
Saroka, Ivan
;
Putiatyn, Vlad
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012270944
Saved in:
4
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Saved in:
5
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
6
New model for pricing quanto credit default swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
Saved in:
7
Credit spread and liquidation value-based debt financing constraint
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153003
Saved in:
8
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
9
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
10
Affine models with stochastic market price of risk
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011687047
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->