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~isPartOf:"The European journal of finance"
~language:"eng"
~subject:"Kreditrisiko"
~subject:"Volatility"
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Kreditrisiko
Volatility
Yield curve
46
Zinsstruktur
46
Theorie
33
Theory
33
Interest rate
30
Zins
30
EU countries
20
EU-Staaten
20
Credit risk
14
Estimation
14
Schätzung
14
Geldpolitik
10
Monetary policy
10
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Öffentliche Anleihe
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9
Option pricing theory
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Optionspreistheorie
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Derivat
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Derivative
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Geldpolitische Transmission
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Interest rate derivative
8
Monetary transmission
8
Zinsderivat
8
Anleihe
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Bond
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7
Eurozone
7
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7
Interest rate risk
7
Risikoprämie
7
Risk premium
7
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7
Zinsrisiko
7
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6
Börsenkurs
6
CAPM
6
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24
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2
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English
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Chen, Son-nan
2
Hsu, Pao-Peng
2
Kolokolova, Olga
2
Lin, Ming-Tsung
2
Mayordomo, Sergio
2
Peña Sánchez de Rivera, Juan Ignacio
2
Poon, Ser-Huang
2
Badaoui, Saad
1
Bhar, Ramaprasad
1
Bhargava, Vivek
1
Bleaney, Michael F.
1
Borges, Maria Rosa
1
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1
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1
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1
Casu, Barbara
1
Cathcart, Lara
1
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1
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1
Coakley, Jerry
1
Csávás, Csaba
1
Darbellay, Georges A.
1
Dinenis, Elias
1
Gabbi, Giampaolo
1
Giammarino, Michele
1
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1
Gurrola-Perez, Pedro
1
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1
Jahel, Lina el
1
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1
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1
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1
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1
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1
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1
Malhotra, Davinder Kumar
1
Matthias, Massimo
1
McMillan, David G.
1
Mercurio, Fabio
1
Monferrà, Stefano
1
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The European journal of finance
Journal of banking & finance
116
NBER working paper series
51
Working paper / National Bureau of Economic Research, Inc.
51
Journal of financial economics
47
NBER Working Paper
42
International journal of theoretical and applied finance
41
Journal of international money and finance
41
The journal of futures markets
39
International review of economics & finance : IREF
38
Finance research letters
36
International review of financial analysis
34
The journal of fixed income
34
Economic modelling
33
The North American journal of economics and finance : a journal of financial economics studies
32
Journal of international financial markets, institutions & money
29
Journal of empirical finance
28
Research paper series / Swiss Finance Institute
26
The review of financial studies
26
Working paper series / European Central Bank
26
Discussion papers / CEPR
25
Applied financial economics
24
Discussion paper / Centre for Economic Policy Research
23
Journal of money, credit and banking : JMCB
23
Economics letters
22
Discussion paper
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Finance and economics discussion series
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Research in international business and finance
19
The journal of corporate finance : contracting, governance and organization
19
The journal of finance : the journal of the American Finance Association
19
Working paper
19
Applied economics
18
CESifo working papers
18
Quantitative finance
18
Review of quantitative finance and accounting
17
Staff reports / Federal Reserve Bank of New York
17
Working papers / Bank for International Settlements
17
Journal of economic dynamics & control
16
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ECONIS (ZBW)
24
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1
Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching
Chen, Son-nan
;
Hsu, Pao-Peng
;
Liang, Kuo-yuan
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 127-143
Persistent link: https://www.econbiz.de/10014547348
Saved in:
2
Redenomination risk in eurozone corporate bond spreads
Bleaney, Michael F.
;
Veleanu, Veronica
- In:
The European journal of finance
27
(
2021
)
13
,
pp. 1303-1325
Persistent link: https://www.econbiz.de/10012653094
Saved in:
3
Volatility patterns of short-term
interest
rate
futures
Gurrola-Perez, Pedro
;
Herrerias, Renata
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
Saved in:
4
Does face-to-face contact matter? : evidence on loan pricing
Gabbi, Giampaolo
;
Giammarino, Michele
;
Matthias, Massimo
; …
- In:
The European journal of finance
26
(
2020
)
7/8
,
pp. 820-836
Persistent link: https://www.econbiz.de/10012207308
Saved in:
5
Credit ratings and convertible bond prices : a simulation-based valuation
Park, Keehwan
;
Jung, Mookwon
;
Lee, Sangki
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 1001-1025
Persistent link: https://www.econbiz.de/10012244436
Saved in:
6
Slow- and fast-moving information content of CDS spreads : new endogenous systematic factors
Lin, Ming-Tsung
;
Kolokolova, Olga
;
Poon, Ser-Huang
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 136-157
Persistent link: https://www.econbiz.de/10012424932
Saved in:
7
Binary
interest
rate
sensitivities of emerging market corporate bonds
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
The European journal of finance
24
(
2018
)
17
,
pp. 1569-1586
Persistent link: https://www.econbiz.de/10012259084
Saved in:
8
Rating-based CDS curves
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
Saved in:
9
Pricing inflation-indexed derivatives with default risk
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
The European journal of finance
24
(
2018
)
15
,
pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
Saved in:
10
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
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