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~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~source:"econis"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Kreditderivat"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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CAPM
Derivat
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Kreditrisiko
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USA
210
United States
210
Theory
165
Yield curve
140
Zinsstruktur
140
Credit risk
122
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75
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75
Corporate bond
65
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65
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Option pricing theory
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Fabozzi, Frank J.
10
Chen, Ren-Raw
8
Cantor, Richard
7
Das, Sanjiv R.
6
Goodman, Laurie Sharon
6
Wu, Chunchi
6
Ho, Thomas S. Y.
4
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4
Lai, Van Son
4
Liu, Sheen
4
Martellini, Lionel
4
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3
Blanc-Brude, Frédéric
3
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Cathcart, Lara
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Dor, Arik Ben
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Durham, J. Benson
3
Dynkin, Lev
3
Geng, Gary
3
Hasan, Majid
3
Hayre, Lakhbir
3
Hu, Jian
3
Jahel, Lina el
3
Pu, Xiaoling
3
Rendleman, Richard J.
3
Ap Gwilym, Owain
2
Beliaeva, Natalia A.
2
Benzschawel, Terry
2
Berg, Tobias
2
Bhattacharjee, Ranjit
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2
Eom, Young Ho
2
Falkenstein, Eric G.
2
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2
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2
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2
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The journal of fixed income
Economics letters
5,283
European journal of operational research : EJOR
5,001
Journal of economic theory
2,881
Journal of economic dynamics & control
2,520
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
The American economic review
2,278
Journal of economic behavior & organization : JEBO
2,250
Journal of banking & finance
1,976
International journal of production research
1,954
European economic review : EER
1,912
Games and economic behavior
1,865
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,825
Economic modelling
1,824
Journal of econometrics
1,724
Journal of public economics
1,724
Applied economics
1,673
Management science : journal of the Institute for Operations Research and the Management Sciences
1,592
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,492
Journal of monetary economics
1,412
The economic journal : the journal of the Royal Economic Society
1,369
Public choice
1,364
International economic review
1,353
Social choice and welfare
1,310
International journal of production economics
1,297
Journal of international economics
1,258
Applied economics letters
1,203
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,198
American journal of agricultural economics
1,186
International journal of industrial organization
1,174
Journal of financial economics
1,166
Journal of mathematical economics
1,148
Energy economics
1,134
Journal of macroeconomics
1,134
Insurance / Mathematics & economics
1,078
The Canadian journal of economics
1,063
Journal of political economy
1,046
Journal of international money and finance
1,039
Finance research letters
1,035
The review of economic studies
1,025
Operations research letters
1,024
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ECONIS (ZBW)
Showing
1
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10
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285
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1
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
2
Implications of default information leakage on recoveries
Mao-Wei, Hung
;
Tsai, Wen-Hsin
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 22-37
Persistent link: https://www.econbiz.de/10012253563
Saved in:
3
Implied asset value volatility from a new structural model of credit risk
Chen, James
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10012253566
Saved in:
4
Are the risk-free interest rates correlated with sovereign default intensities?
Kagraoka, Yusho
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 91-103
Persistent link: https://www.econbiz.de/10012251389
Saved in:
5
Credit rating and liquidity in the US corporate bond market
Díaz, Anonio
;
Escribano, Ana
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 46-59
Persistent link: https://www.econbiz.de/10012251380
Saved in:
6
Default risk characteristics of construction surety bonds
Kim, Hyeongjun
;
Cho, Hoon
;
Ryu, Doojin
- In:
The journal of fixed income
29
(
2019
)
1
,
pp. 77-87
Persistent link: https://www.econbiz.de/10012253490
Saved in:
7
Dynamic risk factors in carry trades
Baek, Seungho
;
Lee, Kwan Yong
;
Glambosky, Mina
- In:
The journal of fixed income
29
(
2019
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10012253484
Saved in:
8
What drives systemic state credit risk? : evidence from the State Credit Default Swap (CDS) market
Liu, Sheen
;
Wu, Chunchi
;
Yeh, Chung-Ying
;
Yoo, Woongsun
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 5-45
Persistent link: https://www.econbiz.de/10012251375
Saved in:
9
Assessment of credit risk models on Rule 144A corporate bonds
Johnson, Mark A.
;
Leggio, Karyl
;
Shin, Yoon S.
- In:
The journal of fixed income
28
(
2018
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10011963877
Saved in:
10
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
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