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~isPartOf:"The journal of fixed income"
~subject:"Swap"
~subject:"Yield curve"
~type_genre:"Article in journal"
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Search: subject_exact:"Insolvenz"
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Swap
Yield curve
Insolvency
62
Insolvenz
62
Credit risk
37
Kreditrisiko
37
USA
28
United States
28
Theorie
20
Theory
20
Credit rating
11
Kreditwürdigkeit
11
Anleihe
10
Bond
10
Corporate bond
7
Credit derivative
7
Kreditderivat
7
Unternehmensanleihe
7
Estimation
6
Forecasting model
6
Prognoseverfahren
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Schätzung
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Zinsstruktur
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Asset-Backed Securities
5
Asset-backed securities
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Risikoprämie
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Hypothek
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Probability theory
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Correlation
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10
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Article in journal
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10
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10
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Ap Gwilym, Owain
1
Assing, Andrew
1
Bandreddi, Santhosh
1
Benzschawel, Terry
1
Chen, Ren-Raw
1
Das, Sanjiv R.
1
Díaz Pérez, Antonio
1
Fabozzi, Frank J.
1
Fan, Rong
1
Jarrow, Robert A.
1
Lei Meng
1
Liu, Sheen
1
Schmid, Bernd
1
Shynkevich, Andrei
1
Skinner, Frank S.
1
Sverdlove, Ronald
1
Tucker, Alan L.
1
Wang, Junbo
1
Wei, Jason
1
Wu, Chunchi
1
Yildirim, Yildiray
1
Zagst, Rudi
1
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The journal of fixed income
International journal of theoretical and applied finance
7
Journal of banking & finance
7
Journal of financial economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Finance research letters
5
International review of financial analysis
5
Journal of economic dynamics & control
4
The journal of corporate finance : contracting, governance and organization
4
The journal of credit risk : published quarterly by Incisive Media
4
European journal of operational research : EJOR
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Risks : open access journal
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of finance : the journal of the American Finance Association
3
Applied mathematical finance
2
Economic modelling
2
Expert journal of finance
2
Financial markets and portfolio management
2
Insurance / Mathematics & economics
2
International journal of business
2
International review of economics & finance : IREF
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international money and finance
2
Journal of monetary economics
2
Review of derivatives research
2
Review of finance : journal of the European Finance Association
2
Review of quantitative finance and accounting
2
The European journal of finance
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Accounting & taxation : AT
1
Advances in accounting : a research annual
1
Annals of economics and statistics
1
Annals of finance
1
Annals of financial economics
1
Applied economics
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Applied economics letters
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Asia-Pacific financial markets
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ECONIS (ZBW)
10
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1
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:
2
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
3
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
4
Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh
;
Das, Sanjiv R.
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
Saved in:
5
Credit Default Swaps : theory and empirical evidence
Lei Meng
;
Ap Gwilym, Owain
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 17-28
Persistent link: https://www.econbiz.de/10002836079
Saved in:
6
Credit default swaptions
Tucker, Alan L.
;
Wei, Jason
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 88-95
Persistent link: https://www.econbiz.de/10003018930
Saved in:
7
An empirical study of credit default swaps
Skinner, Frank S.
;
Díaz Pérez, Antonio
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 28-38
Persistent link: https://www.econbiz.de/10001782459
Saved in:
8
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:
9
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:
10
A Three-factor defaultable term structure model
Schmid, Bernd
;
Zagst, Rudi
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 63-79
Persistent link: https://www.econbiz.de/10001530347
Saved in:
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