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~person:"Ghosh, Saibal"
~person:"Wang, Xingchun"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Dissertation u.a. Prüfungsschriften"
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Search: subject:"Credit Risk"
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Credit risk
37
Kreditrisiko
37
Option pricing theory
19
Optionspreistheorie
19
Option trading
14
Optionsgeschäft
14
Derivat
12
Derivative
12
Bank lending
11
India
11
Indien
11
Kreditgeschäft
11
Bank
9
Default risk
7
Risikoprämie
7
Risk premium
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
Risiko
6
Risk
6
ARCH model
5
ARCH-Modell
5
Basel Accord
5
Basler Akkord
5
Public bank
5
Vulnerable options
5
Öffentliche Bank
5
Banking
4
Estimation
4
Liquidity
4
Liquidität
4
Schätzung
4
Collateral
3
Insolvency
3
Insolvenz
3
Kreditsicherung
3
MENA
3
credit risk
3
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Article
37
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Aufsatz in Zeitschrift
Dissertation u.a. Prüfungsschriften
Article in journal
37
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English
37
Author
All
Ghosh, Saibal
Wang, Xingchun
Rösch, Daniel
36
Altman, Edward I.
27
Scheule, Harald
26
Ongena, Steven
23
Crook, Jonathan N.
21
Jarrow, Robert A.
21
Capponi, Agostino
20
Schulte-Mattler, Hermann
20
Chi, Guotai
19
Fabozzi, Frank J.
19
Gouriéroux, Christian
19
Jacobs, Michael <Jr.>
17
Andreeva, Galina
16
Lucas, André
16
Norden, Lars
16
Saunders, Anthony
16
Brigo, Damiano
15
Hasan, Iftekhar
15
Thomas, Lyn C.
15
Wu, Chunchi
15
Acharya, Viral V.
14
Mayordomo, Sergio
14
Van Vuuren, Gary
14
Monfort, Alain
13
Turnbull, Stuart M.
13
Goodman, Laurie Sharon
12
Mues, Christophe
12
Schuermann, Til
12
Tang, Dragon Yongjun
12
Barisitz, Stephan
11
Das, Sanjiv R.
11
Dorfleitner, Gregor
11
Giesecke, Kay
11
Gürtler, Marc
11
Kanno, Masayasu
11
Kupiec, Paul H.
11
Parnes, Dror
11
Saurina, Jesús
11
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Applied economics letters
4
Review of derivatives research
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finance research letters
3
The European journal of finance
2
The journal of futures markets
2
Comparative economic studies
1
Computational Management Science : CMS
1
Economic issues
1
Economic notes
1
Global economic review
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
Indian journal of economics & business : IJEB
1
International journal of law and management : IJLMA
1
International review of economics & finance : IREF
1
Journal of banking regulation
1
Journal of behavioral and experimental finance
1
Journal of economic studies
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Middle East development journal : a publication of the Economic Research Forum
1
Occasional papers / Reserve Bank of India
1
Research in international business and finance
1
Review of Middle East economics and finance
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
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ECONIS (ZBW)
37
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1
Are asset quality weaknesses holding back bank lending? : evidence from MENA region
Ghosh, Saibal
- In:
Middle East development journal : a publication of the …
16
(
2024
)
1
,
pp. 98-116
Persistent link: https://www.econbiz.de/10015048355
Saved in:
2
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
3
Pricing vulnerable options in a hybrid
credit
risk
model driven by Heston-Nandi GARCH processes
Liang, Gechun
;
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012498465
Saved in:
4
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
5
Credit quality determinants of banks : how important are bankruptcy reforms?
Ghosh, Saibal
- In:
Journal of economic studies
50
(
2023
)
8
,
pp. 1672-1693
Persistent link: https://www.econbiz.de/10014428628
Saved in:
6
Political connections and bank behaviour
Ghosh, Saibal
- In:
Economic notes
52
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014289680
Saved in:
7
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
8
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
9
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
10
Pricing vulnerable options under correlated skew Brownian motions
Guo, Che
;
Wang, Xingchun
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013187607
Saved in:
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