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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Das, Sanjiv R."
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Insolvency"
~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
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Theorie
11
Credit risk
8
Kreditrisiko
8
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7
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5
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5
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4
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4
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4
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15
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Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
Collection of articles written by one author
Sammelwerk
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Das, Sanjiv R.
Gouriéroux, Christian
Jarrow, Robert A.
Fabozzi, Frank J.
10
Chen, Ren-Raw
9
Cantor, Richard
7
Wang, Yudong
6
Baillie, Richard
5
Dionne, Georges
5
Frijns, Bart
5
Helwege, Jean
5
Wu, Chunchi
5
Ap Gwilym, Owain
4
Bhanot, Karan
4
Conrad, Christian
4
Fridson, Martin S.
4
Harvey, Campbell R.
4
Koop, Gary
4
Lai, Van Son
4
Lehnert, Thorsten
4
Martellini, Lionel
4
Nijman, Theodore E.
4
Schotman, Peter C.
4
Wu, Chongfeng
4
Ball, Clifford A.
3
Bekaert, Geert
3
Blanc-Brude, Frédéric
3
Brooks, Chris
3
Brown, Sarah
3
Christiansen, Charlotte
3
Dor, Arik Ben
3
Francis, Bill B.
3
Geng, Gary
3
Harvey, David I.
3
Hasan, Iftekhar
3
Hasan, Majid
3
Jensen, Mark J.
3
Karanasos, Menelaos
3
Kellard, Neil
3
Kim, Dongcheol
3
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Journal of empirical finance
The journal of fixed income
Journal of econometrics
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
13
Review of derivatives research
13
Journal of financial and quantitative analysis : JFQA
7
Annales d'économie et de statistique
6
Annual review of financial economics
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of investment management : JOIM
6
Mathematics and financial economics
6
The journal of finance : the journal of the American Finance Association
6
The quarterly journal of finance
6
The review of financial studies
6
Econometric theory
5
International journal of theoretical and applied finance
5
Annals of economics and statistics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of economic dynamics & control
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Econometric reviews
3
Finance and stochastics
3
Quantitative finance
3
The journal of credit risk : published quarterly by Incisive Media
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Economics letters
2
Journal of financial econometrics
2
Journal of financial markets
2
Journal of risk
2
Review of finance : journal of the European Finance Association
2
The journal of portfolio management : a publication of Institutional Investor
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Annals of operations research
1
Computational management science
1
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
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ECONIS (ZBW)
15
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1
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10
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15
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1
Managing rollover risk with capital structure covenants in structured finance vehicles
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 92-112
Persistent link: https://www.econbiz.de/10011684772
Saved in:
2
Going for broke : restructuring distressed debt portfolios
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 5-27
Persistent link: https://www.econbiz.de/10011293048
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh
;
Das, Sanjiv R.
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
Saved in:
8
Correlated default risk
Das, Sanjiv R.
;
Freed, Laurance
;
Geng, Gary
;
Kapadia, Nikunj
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 7-32
Persistent link: https://www.econbiz.de/10003400058
Saved in:
9
The econometrics of efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
Saved in:
10
Bayesian migration in credit ratings based on probabilities of default
Das, Sanjiv R.
;
Fan, Rong
;
Geng, Gary
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 17-23
Persistent link: https://www.econbiz.de/10001763884
Saved in:
1
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