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~person:"Gouriéroux, Christian"
~person:"Rösch, Daniel"
~subject:"Estimation"
~subject:"Theorie"
~subject:"World"
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Search: subject:"Kredit"
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Estimation
Theorie
World
Kreditrisiko
84
Credit risk
83
Theory
39
Basel Accord
24
Basler Akkord
24
Credit rating
23
Kreditwürdigkeit
23
Insolvency
22
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22
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16
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16
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15
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Derivative
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Risk
7
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Collection of articles of several authors
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English
43
French
4
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Gouriéroux, Christian
Rösch, Daniel
Dreher, Axel
61
Lucas, André
41
Acharya, Viral V.
39
Ongena, Steven
39
Koopman, Siem Jan
37
Altman, Edward I.
36
Giesecke, Kay
36
Capponi, Agostino
31
Marchesi, Silvia
31
Martin, Alberto
31
Shin, Hyun Song
31
Bird, Graham R.
30
Hasan, Iftekhar
30
Härdle, Wolfgang
30
Gambacorta, Leonardo
28
He, Zhiguo
28
Buch, Claudia M.
27
Schwaab, Bernd
27
Brigo, Damiano
26
Reinhart, Carmen M.
26
Pagano, Marco
25
Saunders, Anthony
25
Zettelmeyer, Jeromin
25
Peydró, José-Luis
24
Trebesch, Christoph
24
Worms, Andreas
24
Aizenman, Joshua
23
Degryse, Hans
23
Huschens, Stefan
23
Jarrow, Robert A.
23
Stiglitz, Joseph E.
23
Sturm, Jan-Egbert
23
Wu, Eliza
23
Krahnen, Jan Pieter
22
Laeven, Luc
22
Roszbach, Kasper
22
Schuermann, Til
22
Ventura, Jaume
22
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Gottfried Wilhelm Leibniz Universität Hannover
1
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Journal of banking & finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Annales d'économie et de statistique
2
European journal of operational research : EJOR
2
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2
Journal of empirical finance
2
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
2
The journal of fixed income
2
Center of Finance dissertation series
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper / Deutsche Bundesbank
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Documents de travail / Banque de France
1
European financial management : the journal of the European Financial Management Association
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of risk
1
Journal of the Operational Research Society : OR
1
L' Actualité économique : revue trimest.
1
Portfolio and risk management for central banks and sovereign wealth funds : proceedings of a joint conference organised by the BIS, the ECB and the World Bank in Basel, 2 - 3 November 2010, Banking
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Swiss Finance Institute Research Paper
1
The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
1
The journal of credit risk : published quarterly by Incisive Media
1
Working papers / TSE : WP
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ECONIS (ZBW)
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1
Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
Saved in:
2
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
3
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
4
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
5
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
6
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
7
Advanced dependency modeling in credit risk : lessons for loss given default, lifetime expected loss and bank capital requirements
Krüger, Steffen
-
2017
Persistent link: https://www.econbiz.de/10012792779
Saved in:
8
Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
Saved in:
9
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
10
The empirical relation between credit quality, recovery, and correlation
Rösch, Daniel
;
Scheule, Harald
-
2009
Persistent link: https://www.econbiz.de/10003975032
Saved in:
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