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~person:"Gouriéroux, Christian"
~source:"econis"
~subject:"Kreditwürdigkeit"
~subject:"Portfolio-Management"
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Kreditwürdigkeit
Portfolio-Management
Credit risk
33
Kreditrisiko
33
Theorie
20
Theory
20
Insolvency
7
Insolvenz
7
Yield curve
7
Zinsstruktur
7
Credit derivative
6
Kreditderivat
6
Ansteckungseffekt
5
Contagion effect
5
Correlation
5
Derivat
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Derivative
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Financial crisis
5
Finanzkrise
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Korrelation
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Portfolio selection
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Risiko
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Risikomaß
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Risk
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Risk measure
5
Credit rating
4
Estimation theory
4
Financial services
4
Finanzdienstleistung
4
Risikoprämie
4
Risk premium
4
Schätztheorie
4
Systemic risk
4
Systemrisiko
4
Basel Accord
3
Basler Akkord
3
Contagion
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3
Estimation
3
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Gouriéroux, Christian
Altman, Edward I.
25
Rösch, Daniel
23
Agarwal, Sumit
17
Herbertsson, Alexander
17
Giesecke, Kay
16
Hamerle, Alfred
16
Tarashev, Nikola A.
16
Düllmann, Klaus
15
Overbeck, Ludger
15
Scheule, Harald
15
Gordy, Michael B.
14
Lucas, André
14
Bielecki, Tomasz R.
13
Chomsisengphet, Souphala
13
Zhu, Haibin
13
Capponi, Agostino
12
Huschens, Stefan
12
Roszbach, Kasper
12
Szczesny, Andrea
12
Yoshino, Naoyuki
12
Crépey, Stéphane
11
Grundke, Peter
11
Höse, Steffi
11
Löffler, Gunter
11
Roesch, Daniel
11
Schmieder, Christian
11
Schuermann, Til
11
Bo, Lijun
10
Crook, Jonathan N.
10
Fabozzi, Frank J.
10
Gambacorta, Leonardo
10
Liebig, Thilo
10
Masschelein, Nancy
10
Ongena, Steven
10
Schwaab, Bernd
10
Taghizadeh-Hesary, Farhad
10
Ben-David, Itzhak
9
Canals-Cerdá, José J.
9
Duellmann, Klaus
9
Duffie, Darrell
9
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Journal of banking & finance
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Annals of economics and statistics
1
Journal of empirical finance
1
Tools and techniques
1
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ECONIS (ZBW)
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1
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:
2
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
3
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:
4
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:
5
Granularity theory with application to finance and insurance
Gouriéroux, Christian
;
Gagliardini, Patrick
-
2011
Persistent link: https://www.econbiz.de/10009412290
Saved in:
6
Value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2010
Persistent link: https://www.econbiz.de/10003900686
Saved in:
7
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
Saved in:
8
Migration correlation : definition and efficient estimation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 865-894
Persistent link: https://www.econbiz.de/10002600307
Saved in:
9
Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742494
Saved in:
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