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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"Working Paper"
~subject:"Theorie"
~subject:"Volatilität"
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Theorie
Volatilität
Kreditrisiko
172
Credit risk
166
Theory
83
Insolvenz
47
Insolvency
46
Credit rating
38
Kreditwürdigkeit
38
Portfolio selection
34
Portfolio-Management
34
Credit derivative
31
Kreditderivat
31
credit risk
28
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26
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25
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23
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23
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19
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19
default
18
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11
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10
Financial crisis
10
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Niepelt, Dirk
3
Buraschi, Andrea
2
Canals-Cerdá, José J.
2
Dellas, Harris
2
Farinelli, Simone
2
Fischer, Matthias
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Jakob, Kevin
2
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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
Bansal, Matulya
1
Barone, Gaia
1
Batiz-Zuk, Enrique
1
Ben-Abdallah, Ramzi
1
Benzschawei, Terry
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
Chava, Sudheer
1
Chen, Heng Z.
1
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1
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1
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Institut für Schweizerisches Bankwesen <Zürich>
1
Swiss National Centre of Competence in Research North South <Bern>
1
Published in...
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The journal of credit risk : published quarterly by Incisive Media
Working Paper
Journal of banking & finance
162
International journal of theoretical and applied finance
75
NBER working paper series
65
Discussion paper / Centre for Economic Policy Research
63
NBER Working Paper
61
Working paper / National Bureau of Economic Research, Inc.
58
European journal of operational research : EJOR
51
The journal of fixed income
48
Journal of financial economics
47
Finance research letters
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43
Discussion paper / Tinbergen Institute
42
Journal of financial stability
42
Discussion papers / CEPR
39
Finance and economics discussion series
38
Insurance / Mathematics & economics
35
International review of financial analysis
34
Working paper series / European Central Bank
34
Risks : open access journal
33
The North American journal of economics and finance : a journal of financial economics studies
32
Economic modelling
31
International review of economics & finance : IREF
31
The journal of risk model validation
30
Discussion paper
28
Journal of financial intermediation
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Research paper series / Swiss Finance Institute
27
The review of financial studies
27
Working paper
27
Journal of empirical finance
26
Working papers / Federal Reserve Bank of Philadelphia, Research Department
26
CESifo working papers
25
Journal of risk management in financial institutions
25
The journal of corporate finance : contracting, governance and organization
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Review of quantitative finance and accounting
23
SpringerLink / Bücher
23
Applied economics
22
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ECONIS (ZBW)
84
EconStor
7
USB Cologne (business full texts)
2
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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
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:
3
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:
4
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:
5
Merton's model with recovery risk
Cohen, Albert
;
Costanzino, Nick
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 93-118
Persistent link: https://www.econbiz.de/10014546392
Saved in:
6
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis
;
Sanchez Rivero, Javier
;
Sourabh, Sumit
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
Saved in:
7
Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous
default
probabilities
Jakob, Kevin
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 29-63
Persistent link: https://www.econbiz.de/10014247865
Saved in:
8
Benchmarking machine learning models to predict corporate bankruptcy
Alanis, Emmanuel
;
Chava, Sudheer
;
Shah, Agam
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 77-110
Persistent link: https://www.econbiz.de/10014488911
Saved in:
9
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
10
Incorporating small-sample defaults history in loss given
default
models
Ptak-Chmielewska, Aneta
;
Kopciuszewski, Paweł
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
Saved in:
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