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~isPartOf:"The review of financial studies"
~subject:"Kreditrisiko"
~subject:"Theorie"
~subject:"USA"
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Kreditrisiko
Theorie
USA
Credit derivative
26
Kreditderivat
26
United States
16
Theory
7
Credit risk
6
Börsenkurs
4
Share price
4
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3
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Griffin, John M.
3
Oehmke, Martin
3
Nickerson, Jordan
2
Saretto, Alessio
2
Tang, Dragon Yongjun
2
Zawadowski, Adam
2
Augustin, Patrick
1
Bao, Jack
1
Benzoni, Luca
1
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The review of financial studies
Journal of banking & finance
44
The journal of fixed income
29
International journal of theoretical and applied finance
28
The journal of credit risk : published quarterly by Incisive Media
28
Journal of financial stability
26
The journal of structured finance
26
Finance research letters
25
Journal of international financial markets, institutions & money
24
International review of financial analysis
23
Journal of financial economics
23
The journal of futures markets
22
Research paper series / Swiss Finance Institute
19
Journal of empirical finance
18
ECB Working Paper
16
Finance and economics discussion series
16
Journal of international money and finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
The North American journal of economics and finance : a journal of financial economics studies
16
Economic modelling
15
Review of quantitative finance and accounting
15
Working paper / National Bureau of Economic Research, Inc.
15
Applied economics
14
Discussion paper
14
Journal of financial and quantitative analysis : JFQA
14
NBER working paper series
14
The European journal of finance
14
NBER Working Paper
13
Discussion paper / Centre for Economic Policy Research
12
International review of economics & finance : IREF
12
Working paper series / European Central Bank
12
Discussion paper / Tinbergen Institute
11
Review of derivatives research
11
Review of finance : journal of the European Finance Association
11
SpringerLink / Bücher
11
Research in international business and finance
10
SFB 649 discussion paper
10
Staff reports / Federal Reserve Bank of New York
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Swiss Finance Institute Research Paper
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
23
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1
Are CLO collateral and tranche ratings disconnected?
Griffin, John M.
;
Nickerson, Jordan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2319-2360
Persistent link: https://www.econbiz.de/10014320661
Saved in:
2
Credit ratings and market information
Piccolo, Alessio
;
Shapiro, Joel Andrew
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4425-4473
Persistent link: https://www.econbiz.de/10013400121
Saved in:
3
OTC intermediaries
Eisfeldt, Andrea L.
;
Herskovic, Bernard
;
Rajan, Sriram
; …
- In:
The review of financial studies
36
(
2023
)
2
,
pp. 615-677
Persistent link: https://www.econbiz.de/10013547903
Saved in:
4
A theory of liquidity spillover between bond and CDS markets
Sambalaibat, Batchimeg
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2525-2569
Persistent link: https://www.econbiz.de/10013188969
Saved in:
5
Ambiguity, volatility, and credit risk
Augustin, Patrick
;
Izhakian, Yehuda
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1618-1672
Persistent link: https://www.econbiz.de/10012198439
Saved in:
6
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui
;
Cui, Rui
;
He, Zhiguo
;
Milbradt, Konstantin
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 852-897
Persistent link: https://www.econbiz.de/10011925272
Saved in:
7
The anatomy of the CDS market
Oehmke, Martin
;
Zawadowski, Adam
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 80-119
Persistent link: https://www.econbiz.de/10011738013
Saved in:
8
Modeling credit contagion via the updating of fragile beliefs
Benzoni, Luca
;
Colin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
28
(
2015
)
7
,
pp. 1960-2008
Persistent link: https://www.econbiz.de/10011376098
Saved in:
9
Can "high costs" justify weak demand for the home equity conversion mortgage?
Davidoff, Thomas
- In:
The review of financial studies
28
(
2015
)
8
,
pp. 2364-2398
Persistent link: https://www.econbiz.de/10011401218
Saved in:
10
Synthetic or real? : the equilibrium effects of credit default swaps on bond markets
Oehmke, Martin
;
Zawadowski, Adam
- In:
The review of financial studies
28
(
2015
)
12
,
pp. 3303-3337
Persistent link: https://www.econbiz.de/10011447518
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