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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"Working Paper"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Credit risk
162
Kreditrisiko
162
Theorie
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Theory
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45
Insolvenz
45
Credit rating
37
Kreditwürdigkeit
37
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34
Portfolio-Management
34
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Kreditderivat
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credit risk
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Bank lending
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Forecasting model
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Barone, Gaia
1
Ben-Abdallah, Ramzi
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Breton, Michèle
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Harris, Geoffrey R.
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Marzouk, Oussama
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The journal of credit risk : published quarterly by Incisive Media
Working Paper
Journal of banking & finance
14
International review of financial analysis
11
Finance research letters
10
International journal of theoretical and applied finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of futures markets
9
Energy economics
7
Economic modelling
5
Review of quantitative finance and accounting
5
Applied economics
4
Quantitative finance
4
Review of derivatives research
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of financial studies
4
Applied economics letters
3
Applied mathematical finance
3
European journal of operational research : EJOR
3
International review of economics & finance : IREF
3
Journal of econometrics
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Journal of financial markets
3
Journal of international economics
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Research in international business and finance
3
Risks : open access journal
3
The journal of corporate finance : contracting, governance and organization
3
The journal of fixed income
3
Comparative economic research : Central and Eastern Europe
2
Economics letters
2
Emerging markets, finance and trade : EMFT
2
European financial management : the journal of the European Financial Management Association
2
Finance a úvěr
2
Insurance / Mathematics & economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
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1
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:
2
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
3
The relationship between counterparty
default
and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.
;
Wu, Tao L.
;
Yang, Jiarui
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
Saved in:
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