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~person:"Lucas, André"
~person:"Marchesi, Silvia"
~subject:"Theorie"
~type:"article"
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Credit risk
16
Kreditrisiko
16
Theory
9
IMF lending
8
IWF-Kredit
8
Portfolio selection
5
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5
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5
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Lucas, André
Marchesi, Silvia
Baetge, Jörg
16
Capponi, Agostino
15
Crook, Jonathan N.
15
Jarrow, Robert A.
15
Gouriéroux, Christian
14
Altman, Edward I.
12
Giesecke, Kay
12
Jeanblanc, Monique
12
Brigo, Damiano
11
Huschens, Stefan
11
Jacobs, Michael <Jr.>
11
Monfort, Alain
10
Overbeck, Ludger
10
Rutkowski, Marek
10
Rösch, Daniel
10
Bielecki, Tomasz R.
9
Crépey, Stéphane
9
Fischer, Matthias
9
Löffler, Gunter
8
Poon, Ser-Huang
8
Turnbull, Stuart M.
8
Zopounidis, Constantin
8
Everling, Oliver
7
Fabozzi, Frank J.
7
Grundke, Peter
7
Herbertsson, Alexander
7
Lin, Jyh-horng
7
Pagano, Marco
7
Parnes, Dror
7
Scheule, Harald
7
Thomas, Lyn C.
7
Tsomocos, Dimitrios P.
7
Yang, Bill Huajian
7
Zazzaro, Alberto
7
Aizenman, Joshua
6
Allen, Franklin
6
Calomiris, Charles W.
6
Chen, Ren-Raw
6
D'Amico, Guglielmo
6
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Journal of applied econometrics
2
Applied mathematical finance
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international economics
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
9
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1
Read my lips : the role of information transmission in multilateral reform design
Marchesi, Silvia
;
Sabani, Laura
;
Dreher, Axel
- In:
Journal of international economics
84
(
2011
)
1
,
pp. 86-98
Persistent link: https://www.econbiz.de/10009248180
Saved in:
2
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
3
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
4
IMF conditionality as a screening device
Marchesi, Silvia
;
Thomas, Jonathan P.
- In:
The economic journal : the journal of the Royal …
109
(
1999
),
pp. 111-125
Persistent link: https://www.econbiz.de/10001381077
Saved in:
5
A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
Saved in:
6
The multi-state latent factor intensity model for credit rating transitions
Koopman, Siem Jan
;
Lucas, André
;
Monteiro, André Antonio
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 399-424
Persistent link: https://www.econbiz.de/10003608208
Saved in:
7
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
Saved in:
8
Tail behaviour of credit loss distributions for general latent factor models
Lucas, André
;
Klaassen, Pieter
;
Spreij, Peter
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 337-357
Persistent link: https://www.econbiz.de/10001864390
Saved in:
9
An analytic approach to credit risk of large corporate bond and loan portfolios
Lucas, André
(
contributor
)
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1635-1664
Persistent link: https://www.econbiz.de/10001603572
Saved in:
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