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~isPartOf:"The journal of fixed income"
~subject:"Kreditrisiko"
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Search: subject:"Credit Risk"
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Kreditrisiko
Credit risk
122
Theorie
44
Theory
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
17
Yield curve
17
Zinsstruktur
17
Anleihe
15
Bond
15
Risikoprämie
14
Risk premium
14
Swap
14
Estimation
12
Schätzung
12
Hypothek
10
Mortgage
10
Portfolio selection
10
Portfolio-Management
10
Correlation
7
Korrelation
7
Asset-Backed Securities
6
Asset-backed securities
6
CAPM
6
Basel Accord
5
Basler Akkord
5
Bewertung
5
Evaluation
5
Liquidity
4
Liquidität
4
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Undetermined
3
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Article
120
Book / Working Paper
2
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Article in journal
122
Aufsatz in Zeitschrift
122
Collection of articles of several authors
2
Sammelwerk
2
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English
122
Author
All
Cantor, Richard
6
Wu, Chunchi
4
Das, Sanjiv R.
3
Fabozzi, Frank J.
3
Jarrow, Robert A.
3
Liu, Sheen
3
Benzschawel, Terry
2
Blanc-Brude, Frédéric
2
Cathcart, Lara
2
Chen, Ren-Raw
2
Chiluveru, Sudhir
2
Dorfleitner, Gregor
2
Geng, Gary
2
Goodman, Laurie Sharon
2
Hasan, Majid
2
Hayre, Lakhbir
2
Hu, Jian
2
Jahel, Lina el
2
Kuo, Cheng-kun
2
Lee, Chih-Wei
2
Nippani, Srinivas
2
Rösch, Daniel
2
Scheule, Harald
2
Smith, Stanley D.
2
Sverdlove, Ronald
2
Yeh, Chung-Ying
2
Zhu, Jun
2
Acerbis, Valentina
1
Adelson, Mark H.
1
Alessandrini, Fabio
1
Anderson, Anne M.
1
Anthony, John
1
Ap Gwilym, Owain
1
Assing, Andrew
1
Asvanunt, Attakrit
1
Barber, Joel R.
1
Barnhill, Theodore M.
1
Batiz-Zuk, Enrique
1
Benzchawel, Terry
1
Bevan, Andrew
1
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Published in...
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The journal of fixed income
Journal of banking & finance
474
Finance research letters
186
The journal of credit risk : published quarterly by Incisive Media
165
Journal of financial stability
163
NBER working paper series
131
International review of financial analysis
119
Journal of risk management in financial institutions
119
Journal of financial economics
116
Working paper series / European Central Bank
113
International journal of theoretical and applied finance
108
Discussion papers / CEPR
106
NBER Working Paper
103
Working paper / National Bureau of Economic Research, Inc.
101
International review of economics & finance : IREF
94
Finance and economics discussion series
93
European journal of operational research : EJOR
91
The journal of risk model validation
88
Discussion paper / Centre for Economic Policy Research
86
Journal of international financial markets, institutions & money
86
IMF working papers
84
Discussion paper
82
Risks : open access journal
81
Economic modelling
80
Review of quantitative finance and accounting
77
Research paper series / Swiss Finance Institute
76
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Research in international business and finance
72
The European journal of finance
70
Journal of financial intermediation
69
The journal of structured finance
69
Working papers / Federal Reserve Bank of Philadelphia, Research Department
68
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of real estate finance and economics
66
Applied economics
65
Applied economics letters
65
SpringerLink / Bücher
65
Discussion paper / Tinbergen Institute
63
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ECONIS (ZBW)
122
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1
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10
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122
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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
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:
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
Investment performance of
credit
risk
transfer securities (CRTs) : the early evidence
Gao, Chao
;
McConnell, John J.
- In:
The journal of fixed income
28
(
2018
)
2
,
pp. 6-15
Persistent link: https://www.econbiz.de/10011963854
Saved in:
7
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:
8
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:
9
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:
10
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:
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