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~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~subject:"Credit risk"
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Search: subject:"Kreditrisiko"
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Credit risk
Kreditrisiko
65
Theorie
40
Theory
40
Insolvency
12
Insolvenz
12
Derivat
10
Derivative
10
Yield curve
10
Zinsstruktur
10
Credit derivative
9
Kreditderivat
9
Portfolio selection
8
Portfolio-Management
8
Risikomaß
8
Risk measure
8
Correlation
7
Korrelation
7
Ansteckungseffekt
6
Contagion effect
6
Credit rating
6
Financial crisis
6
Finanzkrise
6
Kreditwürdigkeit
6
Option pricing theory
6
Optionspreistheorie
6
Basel Accord
5
Basler Akkord
5
Estimation theory
5
Risiko
5
Risikomanagement
5
Risikoprämie
5
Risk
5
Risk management
5
Risk premium
5
Schätztheorie
5
Collateral
4
Corporate bond
4
Estimation
4
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English
63
French
2
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Gouriéroux, Christian
Jarrow, Robert A.
Ongena, Steven
101
Acharya, Viral V.
60
Lucas, André
58
Altman, Edward I.
52
Peydró, José-Luis
50
Rösch, Daniel
50
Agarwal, Sumit
46
Koopman, Siem Jan
43
Schuermann, Til
43
Saunders, Anthony
41
Gambacorta, Leonardo
40
Brigo, Damiano
39
Capponi, Agostino
38
Giesecke, Kay
38
Fabozzi, Frank J.
37
Hasan, Iftekhar
36
Scheule, Harald
36
Schwaab, Bernd
35
Monfort, Alain
34
Caporale, Guglielmo Maria
33
Gilchrist, Simon
33
Longstaff, Francis A.
31
Tang, Dragon Yongjun
31
Duffie, Darrell
30
Roesch, Daniel
30
Jiménez, Gabriel
29
Krahnen, Jan Pieter
29
Renne, Jean-Paul
29
Shin, Hyun Song
29
Tarashev, Nikola A.
29
Allen, David E.
28
Berger, Allen N.
28
Jokivuolle, Esa
28
Hamerle, Alfred
27
Mayordomo, Sergio
27
Memmel, Christoph
27
Santos, João A. C.
27
He, Zhiguo
26
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Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of banking & finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The journal of fixed income
3
Credit risk models and management
2
Documents de travail / Banque de France
2
International journal of theoretical and applied finance
2
Journal of econometrics
2
Journal of empirical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
The journal of credit risk : published quarterly by Incisive Media
2
Annales d'économie et de statistique
1
Annals of Applied Probability, Forthcoming
1
Annals of economics and statistics
1
Annual review of financial economics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance and stochastics
1
Finance research letters
1
Financial engineering
1
Journal of economic dynamics & control
1
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1
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1
L' Actualité économique : revue trimest.
1
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1
Research paper series / Swiss Finance Institute
1
Review of finance : journal of the European Finance Association
1
Swiss Finance Institute Research Paper
1
The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
Tools and techniques
1
Working paper // Research program / School of Business, Queen's University
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ECONIS (ZBW)
65
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21
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
22
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Saved in:
23
Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius
;
Jarrow, Robert A.
;
Kraft, Holger
; …
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 183-216)
.
2013
Persistent link: https://www.econbiz.de/10010412565
Saved in:
24
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
25
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
26
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
27
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
28
Microinformation, nonlinear filtering, and granularity
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 1-53
Persistent link: https://www.econbiz.de/10009519715
Saved in:
29
Granularity theory with application to finance and insurance
Gouriéroux, Christian
;
Gagliardini, Patrick
-
2011
Persistent link: https://www.econbiz.de/10009412290
Saved in:
30
Value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2010
Persistent link: https://www.econbiz.de/10003900686
Saved in:
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