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~isPartOf:"Journal of banking & finance"
~person:"Duffie, Darrell"
~person:"Duprey, Thibaut"
~person:"Kadam, Ashay"
~person:"Kaeck, Andreas"
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Duffie, Darrell
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Journal of banking & finance
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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Early warning or too late? : a (pseudo-)real-time identification of leading indicators of financial stress
Duprey, Thibaut
;
Klaus, Benjamin
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013461945
Saved in:
2
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
3
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
4
Bayesian inference for issuer heterogeneity in credit ratings migration
Kadam, Ashay
;
Lenk, Peter J.
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2267-2274
Persistent link: https://www.econbiz.de/10003778726
Saved in:
5
Credit risk modeling with affine processes
Duffie, Darrell
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2751-2802
Persistent link: https://www.econbiz.de/10003121049
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