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~isPartOf:"The journal of fixed income"
~subject:"Kreditrisiko"
~subject:"Swap"
~type_genre:"Article in journal"
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Search: subject_exact:"Insolvenz"
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Kreditrisiko
Swap
Insolvency
62
Insolvenz
62
Credit risk
37
USA
28
United States
28
Theorie
20
Theory
20
Credit rating
11
Kreditwürdigkeit
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Cantor, Richard
3
Das, Sanjiv R.
3
Geng, Gary
2
Jarrow, Robert A.
2
Acerbis, Valentina
1
Ap Gwilym, Owain
1
Assing, Andrew
1
Benzchawel, Terry
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Benzschawel, Terry
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Cathcart, Lara
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The journal of fixed income
Journal of banking & finance
80
The journal of credit risk : published quarterly by Incisive Media
45
Finance research letters
39
The journal of real estate finance and economics
36
European journal of operational research : EJOR
28
Journal of financial economics
25
Risks : open access journal
24
Journal of financial stability
21
Economic modelling
20
International journal of theoretical and applied finance
20
Applied economics
19
International review of financial analysis
19
The journal of corporate finance : contracting, governance and organization
19
Journal of economic dynamics & control
18
Pacific-Basin finance journal
18
Review of finance : journal of the European Finance Association
16
International review of economics & finance : IREF
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Journal of empirical finance
14
Journal of financial services research : JFSR
14
Journal of international financial markets, institutions & money
14
Journal of risk and financial management : JRFM
14
Journal of risk management in financial institutions
13
Research in international business and finance
13
Review of quantitative finance and accounting
13
Insurance / Mathematics & economics
12
International journal of forecasting
12
Journal of money, credit and banking : JMCB
12
Applied economics letters
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of finance : the journal of the American Finance Association
11
The journal of risk model validation
11
Economics letters
10
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
10
Journal of the Operational Research Society : OR
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
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ECONIS (ZBW)
37
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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
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:
3
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
Saved in:
4
Forecasting sovereign default risk with Merton's model
Duyvesteyn, Johan
;
Martens, Martin
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 58-71
Persistent link: https://www.econbiz.de/10011399885
Saved in:
5
Long-run relationship between default rates and macroeconomic variables in the US leveraged loan market
Ilg, Daniel
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 64-76
Persistent link: https://www.econbiz.de/10011292813
Saved in:
6
Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
Saved in:
7
Going for broke : restructuring distressed debt portfolios
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 5-27
Persistent link: https://www.econbiz.de/10011293048
Saved in:
8
The impact of the October 2013 government shutdown and debt ceiling on U.S. treasury default risk
Nippani, Srinivas
;
Smith, Stanley D.
- In:
The journal of fixed income
24
(
2014
)
2
,
pp. 79-91
Persistent link: https://www.econbiz.de/10011660702
Saved in:
9
Estimating the joint probability of default using credit default swap and bond data
Pianeti, Riccardo
;
Giacometti, Rosella
;
Acerbis, Valentina
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 44-58
Persistent link: https://www.econbiz.de/10009532100
Saved in:
10
Modeling prepayments and defaults for UK nonconforming RMBS
Kamra, Abhinav
;
Hayre, Lakhbir
;
Chiluveru, Sudhir
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10009670737
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