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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"ita"
~person:"Fabozzi, Frank J."
~person:"Guedhami, Omrane"
~person:"Jarrow, Robert A."
~person:"Perraudin, William R. M."
~person:"Sarkar, Sudipto"
~source:"econis"
~subject:"Conditional value-at-risk"
~subject:"Developing countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Factor analysis"
~subject:"Firm performance"
~subject:"Kreditsicherung"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Conditional value-at-risk
Developing countries
Economic growth
Entwicklungsländer
Factor analysis
Firm performance
Kreditsicherung
Supply chain
Theory
Volatility
World
Theorie
29
Credit risk
14
Kreditrisiko
14
Yield curve
10
Zinsstruktur
10
USA
9
United States
9
Option pricing theory
7
Optionspreistheorie
7
Portfolio selection
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Portfolio-Management
7
Welt
7
Capital structure
6
Credit rating
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Insolvency
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Insolvenz
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Kapitalstruktur
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Kreditwürdigkeit
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Anleihe
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Bond
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Credit derivative
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Kreditderivat
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Asset-Backed Securities
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Bankrisiko
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Basel Accord
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Basler Akkord
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Corporate bond
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Estimation
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Schätzung
4
Unternehmensanleihe
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Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
Forschungsbericht
Government document
Handbuch
Konferenzschrift
Mehrbändiges Werk
Thesis
Übersichtsarbeit
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1
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English
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Author
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Fabozzi, Frank J.
Guedhami, Omrane
Jarrow, Robert A.
Perraudin, William R. M.
Sarkar, Sudipto
Moshirian, Fariborz
32
Saunders, Anthony
14
Faff, Robert W.
12
Hasan, Iftekhar
12
Berger, Allen N.
11
Altman, Edward I.
10
Prokopczuk, Marcel
10
Chen, Ren-Raw
9
Demirgüç-Kunt, Asli
8
Duan, Jin-Chuan
8
Shackleton, Mark B.
8
Allen, Linda
7
Bali, Turan G.
7
Branger, Nicole
7
Chang, Eric Chieh
7
Das, Sanjiv R.
7
Uhrig-Homburg, Marliese
7
Wu, Chunchi
7
Beck, Thorsten
6
Boubakri, Narjess
6
Buch, Claudia M.
6
Clare, Andrew D.
6
Cornett, Marcia Millon
6
Crouhy, Michel
6
Lee, Bong-soo
6
Lobo, Gerald J.
6
Sercu, Piet
6
Skiadopoulos, George
6
Szegö, Giorgio P.
6
Weiß, Gregor
6
Chung, Kee H.
5
Cosset, Jean-Claude
5
Duygun, Meryem
5
Ederington, Louis H.
5
González Rodríguez, Francisco
5
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Journal of banking & finance
The journal of fixed income
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Review of derivatives research
12
International journal of theoretical and applied finance
11
The journal of portfolio management : JPM
11
Finance research letters
10
The journal of corporate finance : contracting, governance and organization
10
The journal of portfolio management : a publication of Institutional Investor
10
Journal of financial and quantitative analysis : JFQA
7
Applied economics
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Annual review of financial economics
5
Applied financial economics
5
Computational economics
5
Journal of international money and finance
5
Review of quantitative finance and accounting
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
5
The journal of fixed income : JFI
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
The review of financial studies
5
Economics letters
4
European journal of operational research : EJOR
4
Finance and stochastics
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of financial stability
4
Annals of finance
3
Annals of operations research
3
Journal of international financial markets, institutions & money
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of financial research
3
Advances in futures and options research : a research annual
2
Applied financial economics letters
2
Economic modelling
2
Financial analysts' journal : FAJ
2
Financial management
2
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ECONIS (ZBW)
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1
Bank systemic risk around COVID-19 : a cross-country analysis
Duan, Yuejiao
;
El Ghoul, Sadok
;
Guedhami, Omrane
;
Li, Haoran
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013257396
Saved in:
2
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:
3
Investment and financing decisions with learning-curve technology
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012521609
Saved in:
4
Collectivism and the costs of high leverage
El Ghoul, Sadok
;
Guedhami, Omrane
;
Kwok, Chuck C. Y.
; …
- In:
Journal of banking & finance
106
(
2019
),
pp. 227-245
Persistent link: https://www.econbiz.de/10012224279
Saved in:
5
Does corporate social responsibility reduce the costs of high leverage? : evidence from capital structure and product market interactions
Bae, Kee-hong
;
El Ghoul, Sadok
;
Guedhami, Omrane
;
Kwok, …
- In:
Journal of banking & finance
100
(
2019
),
pp. 135-150
Persistent link: https://www.econbiz.de/10012162480
Saved in:
6
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:
7
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
8
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
9
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:
10
Investment policy with time-to-build
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
Journal of banking & finance
55
(
2015
),
pp. 142-156
Persistent link: https://www.econbiz.de/10011378544
Saved in:
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