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~isPartOf:"Journal of empirical finance"
~isPartOf:"The Geneva papers on risk and insurance theory"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Lai, Van Son"
~subject:"Börsenkurs"
~subject:"Credit risk"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Portfolio selection"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
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Börsenkurs
Credit risk
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Theorie
13
Kreditrisiko
6
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1997-2015
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Gouriéroux, Christian
Jarrow, Robert A.
Lai, Van Son
Fabozzi, Frank J.
13
Chen, Ren-Raw
10
Wu, Chunchi
8
Cantor, Richard
7
Das, Sanjiv R.
7
Dionne, Georges
6
Nijman, Theodore E.
6
Wang, Yudong
6
Baillie, Richard
5
Dor, Arik Ben
5
Frijns, Bart
5
Gollier, Christian
5
Harvey, Campbell R.
5
Aase, Knut K.
4
Ap Gwilym, Owain
4
Bhanot, Karan
4
Conrad, Christian
4
Helwege, Jean
4
Koedijk, Kees
4
Koop, Gary
4
Lehnert, Thorsten
4
Li, Kai
4
Liu, Sheen
4
Martellini, Lionel
4
Martens, Martin
4
Račev, Svetlozar T.
4
Rochet, Jean-Charles
4
Schotman, Peter C.
4
Wei, K. C. John
4
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4
Ball, Clifford A.
3
Bekaert, Geert
3
Blanc-Brude, Frédéric
3
Brooks, Chris
3
Brown, Sarah
3
Byström, Hans N. E.
3
Cheng, Tingting
3
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Journal of empirical finance
The Geneva papers on risk and insurance theory
The journal of fixed income
Journal of econometrics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Review of derivatives research
11
Journal of banking & finance
10
Finance research letters
8
Annales d'économie et de statistique
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Econometric theory
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The review of financial studies
5
Annals of economics and statistics
4
Annual review of financial economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
The journal of finance : the journal of the American Finance Association
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of finance
3
Econometric reviews
3
Finance and stochastics
3
International review of financial analysis
3
Journal of risk
3
Quantitative finance
3
Research in finance
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of portfolio management : a publication of Institutional Investor
3
Economics letters
2
Financial markets, institutions & instruments
2
Journal of financial econometrics
2
Journal of financial markets
2
Journal of financial stability
2
Review of finance : journal of the European Finance Association
2
The journal of fixed income : JFI
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
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ECONIS (ZBW)
16
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1
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
2
CAT bond spreads via HARA utility and nonparametric tests
Trottier, Denis-Alexandre
;
Lai, Van Son
;
Charest, …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10011905584
Saved in:
3
Reinsurance or CAT bond? : how to optimally combine both
Trottier, Denis-Alexandre
;
Lai, Van Son
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 65-87
Persistent link: https://www.econbiz.de/10011803811
Saved in:
4
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
5
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
6
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
7
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
8
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
Saved in:
9
Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 31-41
Persistent link: https://www.econbiz.de/10003729808
Saved in:
10
An analysis of portfolios of insured debts
Gendron, Michel
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
Saved in:
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