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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"Working Paper"
~subject:"Credit risk"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"default"
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Credit risk
Volatilität
Kreditrisiko
165
Theorie
83
Theory
83
Insolvency
46
Insolvenz
46
Credit rating
38
Kreditwürdigkeit
38
Portfolio selection
34
Portfolio-Management
34
Credit derivative
31
Kreditderivat
31
credit risk
27
Bank lending
24
Kreditgeschäft
24
Basel Accord
23
Basler Akkord
23
Forecasting model
23
Prognoseverfahren
23
Derivat
21
Derivative
21
Financial services
21
Finanzdienstleistung
21
Risikomanagement
21
Risk management
21
Risikomaß
19
Risk measure
19
Collateral
11
Kreditsicherung
11
Correlation
10
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Korrelation
10
Loss
10
Statistical distribution
10
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165
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Article in journal
Aufsatz in Zeitschrift
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English
165
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Altman, Edward I.
4
Westerfeld, Simone
3
Zhao, Xinlei
3
Andersen, Leif B. G.
2
Breeden, Joseph L.
2
Canals-Cerdá, José J.
2
Charlin, Ventura
2
Chen, Heng Z.
2
Chi, Guotai
2
Cifuentes, Arturo
2
Farinelli, Simone
2
Fischer, Matthias
2
Frye, Jon
2
Glennon, Dennis C.
2
Gouriéroux, Christian
2
Jakob, Kevin
2
Kiefer, Nicholas Maximilian
2
Larson, C. Erik
2
Löderbusch, Matthias
2
Lütkebohmert-Holtz, Eva
2
Maciag, Jakob
2
Monfort, Alain
2
Morkoetter, Stefan
2
Poon, Ser-Huang
2
Pykhtin, Michael
2
Qi, Min
2
Sabato, Gabriele
2
Wilson, Nicholas
2
Yamashita, Satoshi
2
Zhang, Yan
2
Aas, Kjersti
1
Abedin, Mohammad Zoynul
1
Acar, Sarp Kaya
1
Ahmadi, Abbas
1
Alanis, Emmanuel
1
Alexandre, Michel
1
Anagnostou, Ioannis
1
Anand, Arsh
1
Andersson, Andreas
1
Andersson, Patrik
1
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The journal of credit risk : published quarterly by Incisive Media
Working Paper
Journal of banking & finance
476
Finance research letters
171
Journal of financial stability
163
International review of financial analysis
124
The journal of fixed income
124
Journal of financial economics
117
Journal of risk management in financial institutions
116
International journal of theoretical and applied finance
108
International review of economics & finance : IREF
93
European journal of operational research : EJOR
91
The journal of risk model validation
89
Journal of international financial markets, institutions & money
84
Economic modelling
82
Risks : open access journal
81
Review of quantitative finance and accounting
77
The journal of corporate finance : contracting, governance and organization
76
Research in international business and finance
74
Journal of financial services research : JFSR
73
Management science : journal of the Institute for Operations Research and the Management Sciences
71
The North American journal of economics and finance : a journal of financial economics studies
70
Journal of financial intermediation
69
The European journal of finance
69
The journal of structured finance
69
Applied economics
66
Applied economics letters
66
The journal of real estate finance and economics
66
Journal of international money and finance
65
Pacific-Basin finance journal
60
Journal of risk and financial management : JRFM
58
Journal of empirical finance
56
Journal of economic dynamics & control
55
Die Bank
54
Journal of money, credit and banking : JMCB
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
The review of financial studies
51
Economics letters
49
Risiko-Manager
49
Review of finance : journal of the European Finance Association
48
The journal of finance : the journal of the American Finance Association
47
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ECONIS (ZBW)
165
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1
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10
of
165
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date (oldest first)
1
Pricing
default
risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
2
Sovereign probabilities of
default
in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
Saved in:
3
Stressed distance to
default
and
default
risk
Guo, Nan
;
Li, Lingfei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
Saved in:
4
Credit contagion risk in German auto loans
Fenner, Arved
;
Vollmar, Steffen
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
4
,
pp. 59-99
Persistent link: https://www.econbiz.de/10014490061
Saved in:
5
Sovereign credit risk modeling using machine learning : a novel approach to sovereign credit risk incorporating private sector and sustainability risks
Anand, Arsh
;
Baesens, Bart
;
Vanpée, Rosanne
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 105-154
Persistent link: https://www.econbiz.de/10014488699
Saved in:
6
IFRS 9 compliant economic adjustment of expected credit loss modeling
Gubareva, Mariya
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 29-66
Persistent link: https://www.econbiz.de/10012298993
Saved in:
7
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
8
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
9
Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of
defau...
Wosnitza, Jan Henrik
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 75-103
Persistent link: https://www.econbiz.de/10014488513
Saved in:
10
Default
forecasting based on a novel group feature selection method for imbalanced data
Chi, Guotai
;
Xing, Jin
;
Pan, Ancheng
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 51-77
Persistent link: https://www.econbiz.de/10014489147
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