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~person:"Kanno, Masayasu"
~person:"McAleer, Michael"
~person:"Monfort, Alain"
~person:"Rösch, Daniel"
~type_genre:"Aufsatz in Zeitschrift"
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Credit risk
62
Kreditrisiko
62
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19
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17
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17
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15
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15
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Kanno, Masayasu
McAleer, Michael
Monfort, Alain
Rösch, Daniel
Altman, Edward I.
27
Scheule, Harald
26
Ongena, Steven
23
Jarrow, Robert A.
21
Capponi, Agostino
20
Crook, Jonathan N.
20
Schulte-Mattler, Hermann
20
Wang, Xingchun
20
Chi, Guotai
19
Fabozzi, Frank J.
19
Gouriéroux, Christian
19
Jacobs, Michael <Jr.>
17
Ghosh, Saibal
16
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16
Norden, Lars
16
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16
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15
Brigo, Damiano
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15
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Wu, Chunchi
15
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14
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14
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14
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13
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12
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12
Schuermann, Til
12
Tang, Dragon Yongjun
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11
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11
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11
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11
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11
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11
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11
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Journal of banking & finance
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4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
International journal of forecasting
2
Research in international business and finance
2
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2
Review of finance : journal of the European Finance Association
2
The North American journal of economics and finance : a journal of financial economics studies
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2
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Asia-Pacific journal of risk and insurance : APJRI
1
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Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
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Journal of risk finance : the convergence of financial products and insurance
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Journal of the Operational Research Society : OR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific-Basin finance journal
1
Risk management : a journal of risk, crisis and disaster
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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ECONIS (ZBW)
62
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1
Assessing the impact of the COVID-19 crisis on sovereign default risk
Kanno, Masayasu
- In:
Research in international business and finance
68
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014451864
Saved in:
2
Opening the black box : quantile neural networks for loss given default prediction
Kellner, Ralf
;
Nagl, Maximilian
;
Rösch, Daniel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013400086
Saved in:
3
Exploring risks in syndicated loan networks : evidence from real estate investment trusts
Kanno, Masayasu
- In:
Economic modelling
115
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014228675
Saved in:
4
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:
5
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
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
Credit rating migration risk and interconnectedness in a corporate lending network
Kanno, Masayasu
- In:
Research in international business and finance
54
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012581392
Saved in:
8
Interconnectedness and systemic risk in the US CDS market
Kanno, Masayasu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012666019
Saved in:
9
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:
10
Macroeconomic effects and frailties in the resolution of non-performing loans
Betz, Jennifer
;
Krüger, Steffen
;
Kellner, Ralf
; …
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012225295
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