//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~subject:"Derivative"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Kreditrisiko"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Credit risk
55
Kreditrisiko
55
Theorie
19
Theory
19
Credit derivative
16
Kreditderivat
16
Insolvency
14
Insolvenz
14
Credit rating
13
Kreditwürdigkeit
13
Risikoprämie
13
Risk premium
13
Financial crisis
10
Finanzkrise
9
Welt
9
World
9
Yield curve
9
Zinsstruktur
9
Bank lending
8
Country risk
8
Kreditgeschäft
8
Länderrisiko
8
Derivat
7
EU countries
6
EU-Staaten
6
Public bond
6
Öffentliche Anleihe
6
Basel Accord
5
Basler Akkord
5
Capital income
5
Credit default swaps
5
Estimation
5
Kapitaleinkommen
5
Risikomanagement
5
Risk management
5
Schätzung
5
USA
5
United States
5
Bank
4
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Brøgger, Søren Bundgaard
1
Chan, Ka Kei
1
Choroś-Tomczyk, Barbara
1
Fabozzi, Frank J.
1
Han, Bing
1
Härdle, Wolfgang
1
Jarrow, Robert A.
1
Kolokolova, Olga
1
Kwok, Simon Sai Man
1
Lin, Ming-Tsung
1
Mayordomo, Sergio
1
Okhrin, Ostap
1
Peña Sánchez de Rivera, Juan Ignacio
1
Poon, Ser-Huang
1
Račev, Svetlozar T.
1
Romo, Juan
1
Wang, Dezhong
1
Zhou, Yi
1
more ...
less ...
Published in...
All
Journal of empirical finance
International journal of theoretical and applied finance
40
Journal of banking & finance
32
The journal of credit risk : published quarterly by Incisive Media
20
The journal of fixed income
17
Review of derivatives research
13
Journal of risk management in financial institutions
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of computational finance
11
Journal of financial economics
10
The journal of financial market infrastructures
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
The journal of futures markets
9
European journal of operational research : EJOR
8
Finance research letters
8
Journal of financial intermediation
8
Quantitative finance
8
Applied mathematical finance
7
International review of economics & finance : IREF
7
International review of financial analysis
7
Journal of mathematical finance
7
Journal of international financial markets, institutions & money
6
Journal of securities operations & custody
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The European journal of finance
6
Applied economics letters
5
Asia-Pacific financial markets
5
Finance and stochastics
5
International journal of financial engineering
5
Journal of financial markets
5
Journal of financial stability
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Risks : open access journal
5
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
4
IMA journal of management mathematics
4
Journal of economic dynamics & control
4
Journal of financial services research : JFSR
4
Journal of risk finance : the convergence of financial products and insurance
4
Research in international business and finance
4
Review of quantitative finance and accounting
4
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
2
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:
3
Dynamic risk management and asset comovement
Brøgger, Søren Bundgaard
- In:
Journal of empirical finance
67
(
2022
),
pp. 60-77
Persistent link: https://www.econbiz.de/10013464366
Saved in:
4
Understanding the term structure of credit default swap spreads
Han, Bing
;
Zhou, Yi
- In:
Journal of empirical finance
31
(
2015
),
pp. 18-35
Persistent link: https://www.econbiz.de/10011489327
Saved in:
5
Testing for statistical arbitrage in credit derivatives markets
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
Journal of empirical finance
26
(
2014
),
pp. 59-75
Persistent link: https://www.econbiz.de/10010472006
Saved in:
6
Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Journal of empirical finance
24
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
Saved in:
7
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->