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~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Wu, Chunchi"
~subject:"Börsenkurs"
~subject:"Credit risk"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Portfolio selection"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
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Börsenkurs
Credit risk
EU countries
Economic growth
Entwicklungsländer
Portfolio selection
Supply chain
Theory
United Kingdom
Kreditrisiko
7
Credit derivative
5
Kreditderivat
5
Theorie
4
USA
4
United States
4
Insolvency
3
Insolvenz
3
Yield curve
3
Zinsstruktur
3
Kommunalobligation
2
Municipal bond
2
Swap
2
Aktienmarkt
1
Anlageverhalten
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1
Behavioural finance
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Government securities
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Hypothek
1
Induktive Statistik
1
Kapitalertragsteuer
1
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1
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1
Measurement
1
Messung
1
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Article
10
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
Collection of articles written by one author
Sammelwerk
Statistik
Language
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English
Estonian
Spanish
Author
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Gouriéroux, Christian
Jarrow, Robert A.
Wu, Chunchi
Fabozzi, Frank J.
11
Chen, Ren-Raw
8
Cantor, Richard
7
Das, Sanjiv R.
7
Dor, Arik Ben
5
Ap Gwilym, Owain
4
Helwege, Jean
4
Lai, Van Son
4
Liu, Sheen
4
Martellini, Lionel
4
Bhanot, Karan
3
Blanc-Brude, Frédéric
3
Byström, Hans N. E.
3
Dynkin, Lev
3
Geng, Gary
3
Hasan, Majid
3
Hayre, Lakhbir
3
Ho, Thomas S. Y.
3
Hyman, Jay
3
Ilmanen, Antti
3
Lakshmivarahan, S.
3
Stock, Duane R.
3
Almeida, Caio
2
Ambrose, Brent William
2
Batta, George
2
Benzschawel, Terry
2
Bhansali, Vineer
2
Boyle, Phelim P.
2
Breeden, Douglas T.
2
Cai, Nianyun
2
Cathcart, Lara
2
Chiluveru, Sudhir
2
Deventer, Donald R. van
2
Dopfel, Frederick E.
2
Dorfleitner, Gregor
2
Durham, J. Benson
2
Falkenstein, Eric G.
2
Fan, Rong
2
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Published in...
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The journal of fixed income
Journal of econometrics
18
Journal of banking & finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Review of derivatives research
11
Journal of empirical finance
8
Finance research letters
7
Advances in Pacific Basin business, economics, and finance
6
Annales d'économie et de statistique
6
Journal of financial and quantitative analysis : JFQA
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
Review of quantitative finance and accounting
6
The quarterly journal of finance
6
Econometric theory
5
International journal of theoretical and applied finance
5
International review of economics & finance : IREF
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The review of financial studies
5
Annals of economics and statistics
4
Annals of finance
4
Annual review of financial economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of financial markets
4
The financial review : the official publication of the Eastern Finance Association
4
The journal of finance : the journal of the American Finance Association
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Econometric reviews
3
Finance and stochastics
3
Quantitative finance
3
Review of Pacific Basin financial markets and policies
3
The journal of business : B
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of portfolio management : a publication of Institutional Investor
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Economics letters
2
Journal of financial econometrics
2
Journal of financial economics
2
Journal of risk
2
Review of finance : journal of the European Finance Association
2
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Source
All
ECONIS (ZBW)
10
Showing
1
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10
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10
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date (newest first)
date (oldest first)
1
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:
2
Counterparty credit risk in the municipal bond market
Chung, San-Lin
;
Kao, Chen-Wei
;
Wu, Chunchi
;
Yeh, Chung-Ying
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 7-33
Persistent link: https://www.econbiz.de/10011399821
Saved in:
3
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
4
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
5
Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
Saved in:
6
Dissecting corporate bond and CDS spreads
Lin, Hai
;
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
Saved in:
7
Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 31-41
Persistent link: https://www.econbiz.de/10003729808
Saved in:
8
Taxes, default risk, and credit spreads
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 71-85
Persistent link: https://www.econbiz.de/10002421474
Saved in:
9
Effects of credit quality on tax-exempt and taxable yields
Liu, Sheen
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 80-99
Persistent link: https://www.econbiz.de/10001803163
Saved in:
10
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
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