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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:"Perraudin, William R. M."
~person:"Sarkar, Sudipto"
~source:"econis"
~subject:"Bank regulation"
~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:"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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Bank regulation
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Fabozzi, Frank J.
Perraudin, William R. M.
Sarkar, Sudipto
Moshirian, Fariborz
31
Hasan, Iftekhar
15
Berger, Allen N.
10
Saunders, Anthony
9
Demirgüç-Kunt, Asli
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Faff, Robert W.
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Beck, Thorsten
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6
Duygun, Meryem
6
Fraser, Donald R.
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Huizinga, Harry
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Kolari, James W.
6
Prokopczuk, Marcel
6
Skiadopoulos, George
6
Boubakri, Narjess
5
Buch, Claudia M.
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Chang, Eric Chieh
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Cornett, Marcia Millon
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Cosset, Jean-Claude
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Elyasiani, Elyas
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González Rodríguez, Francisco
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4
Jiang, George J.
4
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4
Kim, Suk-Joong
4
Levine, Ross
4
Martínez Pería, María Soledad
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Journal of banking & finance
The journal of fixed income
The journal of portfolio management : JPM
8
International review of financial analysis
4
Applied financial economics
3
Computational economics
3
International journal of theoretical and applied finance
3
Journal of international money and finance
3
The journal of portfolio management : a publication of Institutional Investor
3
Applied economics
2
Journal / The Capco Institute : journal of financial transformation
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
Annals of economics and finance
1
Annals of operations research
1
Economic policy : a European forum
1
Economics letters
1
Emerging markets review
1
Finance research letters
1
Industrial marketing management : the international journal for industrial and high-tech firms
1
International journal of theoretical and applied finance : IJTAF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of financial intermediation
1
Journal of financial services research
1
Omega : the international journal of management science
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Structural change and economic dynamics : SC+ED
1
The Frank J. Fabozzi series
1
The economic journal : the journal of the Royal Economic Society
1
The journal of alternative investments : JAI
1
The journal of fixed income : JFI
1
The review of financial studies
1
World Scientific handbook in financial economics series
1
World scientific handbook in financial economics series
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ECONIS (ZBW)
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1
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:
2
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
3
Empirical evidence on CDO performance
Newman, Daniel
;
Fabozzi, Frank J.
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 32-40
Persistent link: https://www.econbiz.de/10003777612
Saved in:
4
Event of default provisions and the valuation of ABS CDO tranches
Goodman, Laurie Sharon
;
Newman, Daniel
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 85-89
Persistent link: https://www.econbiz.de/10003687364
Saved in:
5
Sources of credit risk : evidence from credit default swaps
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Pan, Ging-Ging
; …
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10003422016
Saved in:
6
On the consistency of ratings and bond market yields
Perraudin, William R. M.
;
Taylor, Alex P.
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2769-2788
Persistent link: https://www.econbiz.de/10002361926
Saved in:
7
The estimation of transition matrices for sovereign credit ratings
Hu, Yen-ting
;
Kiesel, Rudiger
;
Perraudin, William R. M.
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1383-1406
Persistent link: https://www.econbiz.de/10001688520
Saved in:
8
Regulatory and "economic" solvency standards for internationally active banks
Jackson, Patricia
;
Perraudin, William R. M.
;
Saporta, …
- In:
Journal of banking & finance
26
(
2002
)
5
,
pp. 953-976
Persistent link: https://www.econbiz.de/10001665095
Saved in:
9
Regulatory implications of credit risk modelling
Jackson, Patricia
;
Perraudin, William R. M.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001432940
Saved in:
10
Stability of rating transitions
Nickell, Pamela
;
Perraudin, William R. M.
;
Varotto, Simone
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10001432952
Saved in:
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