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~isPartOf:"Journal of financial economics"
~subject:"Derivative"
~type_genre:"Article in journal"
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Search: subject:"Kreditrisiko"
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Derivative
Credit risk
116
Kreditrisiko
116
Theorie
40
Theory
40
Bank lending
28
Kreditgeschäft
28
Yield curve
26
Zinsstruktur
26
Insolvency
25
Insolvenz
25
Credit rating
22
Kreditwürdigkeit
22
Risikoprämie
22
Risk premium
22
Credit derivative
21
Kreditderivat
21
Corporate bond
18
Financial crisis
18
Finanzkrise
18
Unternehmensanleihe
18
Credit
16
Kredit
16
Collateral
12
Liquidity
12
Risk
12
CAPM
11
Capital structure
11
Estimation
11
Kapitalstruktur
11
Kreditsicherung
11
Schätzung
11
Asset-Backed Securities
10
Asset-backed securities
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Credit ratings
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Derivat
10
Liquidität
10
Risiko
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Article in journal
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English
10
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Aragon, George O.
1
Arnold, Marc
1
Arora, Navneet
1
Bai, Jennie
1
Chen, Yangyang
1
Choi, Yong Seok
1
Doshi, Hitesh
1
Duffie, Darrell
1
Gandhi, Priyank
1
Goldstein, Robert S.
1
Jacobs, Kris
1
Li, Gang
1
Li, Lei
1
Longstaff, Francis A.
1
Loon, Yee Cheng
1
Qian, Jun
1
Qui, Jiaping
1
Scheicher, Martin
1
Turnbull, Stuart M.
1
Vuillemey, Guillaume
1
Wagner, Alexander F.
1
Wang, Sarah Qian
1
Westermann, Ramona
1
Xin, Chang
1
Yang, Fan
1
Yu, Fan
1
Zhang, Chu
1
Zhang, Kuo
1
Zhang, Wenrui
1
Zhong, Zhaodong
1
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Journal of financial economics
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
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 empirical finance
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
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ECONIS (ZBW)
10
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10
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10
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1
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
2
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
3
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Saved in:
4
Credit default swaps and corporate innovation
Xin, Chang
;
Chen, Yangyang
;
Wang, Sarah Qian
;
Zhang, Kuo
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
Saved in:
5
Counterparty credit risk and derivatives pricing
Li, Gang
;
Zhang, Chu
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 647-668
Persistent link: https://www.econbiz.de/10012168658
Saved in:
6
Central clearing and collateral demand
Duffie, Darrell
;
Scheicher, Martin
;
Vuillemey, Guillaume
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 237-256
Persistent link: https://www.econbiz.de/10011348524
Saved in:
7
The impact of central clearing on counterparty risk, liquidity, and trading : evidence from the credit default swap market
Loon, Yee Cheng
;
Zhong, Zhaodong
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10010375943
Saved in:
8
Growth options, macroeconomic conditions, and the cross section of credit risk
Arnold, Marc
;
Wagner, Alexander F.
;
Westermann, Ramona
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 350-385
Persistent link: https://www.econbiz.de/10009719728
Saved in:
9
Endogenous liquidity in credit derivatives
Qui, Jiaping
;
Yu, Fan
- In:
Journal of financial economics
103
(
2012
)
3
,
pp. 611-631
Persistent link: https://www.econbiz.de/10009521126
Saved in:
10
Counterparty credit risk and the credit default swap market
Arora, Navneet
;
Gandhi, Priyank
;
Longstaff, Francis A.
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 280-293
Persistent link: https://www.econbiz.de/10009501396
Saved in:
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