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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:"Aufsatz in Zeitschrift"
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Credit risk
Volatilität
Kreditrisiko
162
Theorie
82
Theory
82
Insolvency
45
Insolvenz
45
Credit rating
37
Kreditwürdigkeit
37
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34
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34
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30
Kreditderivat
30
credit risk
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23
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Aufsatz in Zeitschrift
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162
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English
162
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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
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2
Fischer, Matthias
2
Frye, Jon
2
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2
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2
Jakob, Kevin
2
Kiefer, Nicholas Maximilian
2
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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
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1
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1
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1
Anand, Arsh
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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
168
Journal of financial stability
156
The journal of fixed income
124
International review of financial analysis
117
Journal of financial economics
117
Journal of risk management in financial institutions
116
International journal of theoretical and applied finance
108
European journal of operational research : EJOR
90
International review of economics & finance : IREF
89
Journal of international financial markets, institutions & money
84
The journal of risk model validation
84
Risks : open access journal
81
Economic modelling
77
Review of quantitative finance and accounting
76
The journal of corporate finance : contracting, governance and organization
76
Research in international business and finance
74
Journal of financial services research : JFSR
73
The North American journal of economics and finance : a journal of financial economics studies
70
Journal of financial intermediation
69
The journal of structured finance
69
The European journal of finance
68
Management science : journal of the Institute for Operations Research and the Management Sciences
67
The journal of real estate finance and economics
66
Applied economics
65
Applied economics letters
64
Journal of international money and finance
62
Journal of risk and financial management : JRFM
58
Pacific-Basin finance journal
57
Journal of empirical finance
56
Die Bank
54
Journal of economic dynamics & control
53
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
Journal of money, credit and banking : JMCB
50
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)
162
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1
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10
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162
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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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