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~isPartOf:"The journal of fixed income"
~subject:"Collateral"
~subject:"Portfolio-Management"
~subject:"Theory"
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Search: subject_exact:"Credit risk"
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Collateral
Portfolio-Management
Theory
Credit risk
122
Kreditrisiko
122
Theorie
44
Insolvency
37
Insolvenz
37
USA
35
United States
35
Credit derivative
24
Kreditderivat
24
Corporate bond
18
Unternehmensanleihe
18
Credit rating
17
Derivat
17
Derivative
17
Kreditwürdigkeit
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Yield curve
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Zinsstruktur
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Anleihe
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Bond
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Risikoprämie
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Risk premium
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Swap
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Estimation
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Schätzung
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Asset-Backed Securities
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Asset-backed securities
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CAPM
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Basel Accord
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51
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Blanc-Brude, Frédéric
2
Cathcart, Lara
2
Das, Sanjiv R.
2
Dorfleitner, Gregor
2
Hasan, Majid
2
Jahel, Lina el
2
Jarrow, Robert A.
2
Rösch, Daniel
2
Scheule, Harald
2
Acerbis, Valentina
1
Assing, Andrew
1
Asvanunt, Attakrit
1
Batiz-Zuk, Enrique
1
Benzchawel, Terry
1
Benzschawel, Terry
1
Bhanot, Karan
1
Bieri, David S.
1
Byström, Hans
1
Cantor, Richard
1
Chen, James
1
Chen, Ren-Raw
1
Chincarni, Ludwig B.
1
Cho, Hoon
1
Choi, Yukyung
1
Christodoulakis, George A.
1
Cole, Kevin
1
Cserna, Balázs
1
Daniels, Kenneth N.
1
Delianedis, Gordon
1
Deventer, Donald R. van
1
Dor, Arik Ben
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Duyvesteyn, Johan
1
Elizalde, Abel
1
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1
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1
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1
Fong, H. Gifford
1
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1
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1
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The journal of fixed income
Journal of banking & finance
171
The journal of credit risk : published quarterly by Incisive Media
91
International journal of theoretical and applied finance
76
Journal of financial stability
56
Journal of financial economics
49
NBER working paper series
48
European journal of operational research : EJOR
47
Discussion paper / Centre for Economic Policy Research
44
The journal of risk model validation
42
Discussion papers / CEPR
41
Finance research letters
41
NBER Working Paper
41
Working paper / National Bureau of Economic Research, Inc.
38
Finance and economics discussion series
35
Working paper series / European Central Bank
35
International review of financial analysis
33
Risks : open access journal
33
Discussion paper / Tinbergen Institute
32
Insurance / Mathematics & economics
32
Journal of risk management in financial institutions
31
Discussion paper
30
Journal of economic dynamics & control
30
Journal of financial intermediation
30
SpringerLink / Bücher
29
Research paper series / Swiss Finance Institute
28
Discussion paper / Deutsche Bundesbank
26
Economic modelling
26
International review of economics & finance : IREF
26
The journal of corporate finance : contracting, governance and organization
26
CFS working paper series
25
Die Bank
25
Journal of financial services research : JFSR
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
The European journal of finance
24
Working papers / Federal Reserve Bank of Philadelphia, Research Department
24
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of risk
22
Dresdner Beiträge zu quantitativen Verfahren
21
Journal of empirical finance
21
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ECONIS (ZBW)
51
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1
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:
2
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:
3
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:
4
A robust decision support approach to portfolio risk reduction based on credit default swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
5
Calibrating credit risk dynamics in private infrastructure debt
Blanc-Brude, Frédéric
;
Hasan, Majid
;
Whittaker, Timothy
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 54-71
Persistent link: https://www.econbiz.de/10011900630
Saved in:
6
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:
7
The credit risk premium
Asvanunt, Attakrit
;
Richardson, Scott
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 6-24
Persistent link: https://www.econbiz.de/10011684717
Saved in:
8
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
9
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
10
A structural model of credit risk for illiquid debt
Blanc-Brude, Frédéric
;
Hasan, Majid
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 6-19
Persistent link: https://www.econbiz.de/10011660746
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