//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Capponi, Agostino"
~subject:"Credit risk"
~subject:"Risk premium"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Risk"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Risk premium
Kreditrisiko
21
Theorie
19
Theory
19
Portfolio selection
9
Portfolio-Management
9
Systemic risk
9
Systemrisiko
9
Derivat
8
Derivative
8
Credit derivative
7
Kreditderivat
7
Business network
6
Insolvency
6
Insolvenz
6
Risikomanagement
6
Risk management
6
Unternehmensnetzwerk
6
systemic risk
6
Financial crisis
5
Financial services
5
Finanzdienstleistung
5
Finanzkrise
5
credit risk
5
Collateral
4
Kreditsicherung
4
Ansteckungseffekt
3
Bankenkrise
3
Banking crisis
3
Contagion effect
3
Counterparty risk
3
Markov chain
3
Markov-Kette
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
credit default swaps
3
Bank liquidity
2
Bankenliquidität
2
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
20
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Graue Literatur
Article in journal
20
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
21
Author
All
Capponi, Agostino
Ongena, Steven
86
Lucas, André
55
Rösch, Daniel
47
Acharya, Viral V.
45
Peydró, José-Luis
45
Gouriéroux, Christian
44
Zhou, Hao
41
Altman, Edward I.
39
Fabozzi, Frank J.
35
Schuermann, Til
35
Koopman, Siem Jan
33
Scheule, Harald
33
Caporale, Guglielmo Maria
32
Monfort, Alain
31
Bansal, Ravi
30
Sarno, Lucio
30
Allen, David E.
29
Schwaab, Bernd
29
Bekaert, Geert
28
Gambacorta, Leonardo
28
Lustig, Hanno
28
Wachter, Jessica
28
Zaremba, Adam
28
Giesecke, Kay
27
Jarrow, Robert A.
27
Duffie, Darrell
26
Mayordomo, Sergio
26
Gürtler, Marc
25
Jiménez, Gabriel
25
McAleer, Michael
25
Saunders, Anthony
25
Shin, Hyun Song
25
Campbell, John Y.
24
Chernov, Mikhail
24
Gagliardini, Patrick
24
Gollier, Christian
24
Hasan, Iftekhar
24
Härdle, Wolfgang
24
Pagano, Marco
24
Saurina, Jesús
24
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
3
Mathematics of operations research
3
International journal of theoretical and applied finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Finance and economics discussion series
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of monetary economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The collateral rule : evidence from the credit default swap market
Capponi, Agostino
;
Cheng, Wan-Schwin Allen
;
Giglio, Stefano
- In:
Journal of monetary economics
126
(
2022
),
pp. 58-86
Persistent link: https://www.econbiz.de/10013364919
Saved in:
2
Counterparty
risk
in over-the-counter markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
Saved in:
3
Managing counterparty
risk
in OTC markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
-
2017
Persistent link: https://www.econbiz.de/10011710165
Saved in:
4
A theory of collateral requirements for central counterparties
Wang, Jessie Jiaxu
;
Capponi, Agostino
;
Zhang, Hongzhong
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6993-7017
Persistent link: https://www.econbiz.de/10013373165
Saved in:
5
Pricingcounterparty
risk
including collateralization, netting rules, re-hypothecation and wrong-way
risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
6
Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
Saved in:
7
Risk
-sensitive asset management and cascading defaults
Birge, John R.
;
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011818644
Saved in:
8
Arbitrage-free XVA
Bichuch, Maxim
;
Capponi, Agostino
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 582-620
Persistent link: https://www.econbiz.de/10011969094
Saved in:
9
Clearinghouse margin requirements
Capponi, Agostino
;
Cheng, W. Allen
- In:
Operations research
66
(
2018
)
6
,
pp. 1542-1558
Persistent link: https://www.econbiz.de/10011971659
Saved in:
10
Default and systemic
risk
in equilibrium
Capponi, Agostino
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011347251
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->