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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Financial crisis"
~subject:"Theorie"
~subject:"Yield curve"
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Search: subject_exact:"Kreditausfall-Swap"
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Financial crisis
Theorie
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Credit derivative
31
Kreditderivat
31
Credit risk
23
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23
Theory
16
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10
Derivative
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credit default swap (CDS)
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credit default swaps
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Anagnostou, Ioannis
1
Andersson, Andreas
1
Bansal, Matulya
1
Ehrhardt, Matthias
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Eifert, Márton
1
Fenger, Christian
1
Gatarek, Dariusz
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Haerri, Matthias
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Harju, Antti J.
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Häckel, Björn
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Jabłecki, Juliusz
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Mashele, Phillip
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Mi, Yanhui
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Morkoetter, Stefan
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Sanchez Rivero, Javier
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Sourabh, Sumit
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Vrins, Frédéric D.
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Walter, Matthias
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Westerfeld, Simone
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
41
International journal of theoretical and applied finance
24
Journal of international financial markets, institutions & money
18
Journal of international money and finance
18
The North American journal of economics and finance : a journal of financial economics studies
17
Finance research letters
16
Journal of financial stability
16
The journal of fixed income
16
NBER Working Paper
15
NBER working paper series
15
Economic modelling
14
International review of financial analysis
14
Journal of empirical finance
14
Journal of financial economics
13
Working paper / National Bureau of Economic Research, Inc.
13
Research paper series / Swiss Finance Institute
12
International review of economics & finance : IREF
11
Review of finance : journal of the European Finance Association
11
The European journal of finance
11
Discussion paper / Centre for Economic Policy Research
10
Research in international business and finance
10
Discussion paper
9
Journal of financial and quantitative analysis : JFQA
9
Review of derivatives research
9
The review of financial studies
9
Working paper series / European Central Bank
9
Discussion paper / Tinbergen Institute
8
Finance and economics discussion series
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The journal of futures markets
8
Applied economics
7
SFB 649 discussion paper
7
Swiss Finance Institute Research Paper
7
The Oxford handbook of credit derivatives
7
Time for a visible hand : lessons from the 2008 world financial crisis
7
Working paper series
7
Bundesbank Discussion Paper
6
Economics letters
6
Fisher College of Business working paper series
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ECONIS (ZBW)
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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
A three-factor hazard rate model for single-name credit default swap pricing
Zhong, Yangfan
;
Mi, Yanhui
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 27-63
Persistent link: https://www.econbiz.de/10014546386
Saved in:
3
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:
4
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:
5
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
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6
Market pricing of credit linked notes : the influence of the financial crisis
Walter, Matthias
;
Häckel, Björn
;
Rathgeber, Andreas W.
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 42-74
Persistent link: https://www.econbiz.de/10011566251
Saved in:
7
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
8
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
Saved in:
9
Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias
;
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
Saved in:
10
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
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