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~institution:"American Finance Association"
~institution:"Federal Reserve System / Division of Research and Statistics"
~institution:"The Wharton Financial Institutions Center"
~subject:"Börsenkurs"
~subject:"Kreditrisiko"
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Börsenkurs
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Jobst, Norbert J.
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Madan, Dilip B.
1
Moser, James T.
1
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1
Stoll, Hans R.
1
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1
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American Finance Association
Federal Reserve System / Division of Research and Statistics
The Wharton Financial Institutions Center
National Bureau of Economic Research
261
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Ekonomiska forskningsinstitutet <Stockholm>
12
Birkbeck College / Department of Economics
8
Universität Augsburg / Institut für Volkswirtschaftslehre
7
Centre for Economic Policy Research
6
Rodney L. White Center for Financial Research
6
Springer Fachmedien Wiesbaden
6
Basel Committee on Banking Supervision
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
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4
Goethe-Universität Frankfurt am Main
4
Universität Mannheim
4
Australian National University / Faculty of Economics and Commerce
3
Center for Economic Research <Tilburg>
3
Centre for Analytical Finance <Århus>
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel
3
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3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Institut für Höhere Studien
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Institut für Weltwirtschaft
3
Kansantaloustieteen Laitos <Tampere>
3
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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2
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2
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2
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Working papers / Financial Institutions Center
6
Finance and economics discussion series
5
Papers and proceedings / American Finance Association : annual meeting
2
The journal of finance : the journal of the American Finance Association
2
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ECONIS (ZBW)
13
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1
Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg
-
1997
Persistent link: https://www.econbiz.de/10000962036
Saved in:
2
The immediacy implications of exchange organization
Moser, James T.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657291
Saved in:
3
The tail that wags the dog : integrating credit risk in asset portfolios
Jobst, Norbert
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657314
Saved in:
4
Extending credit risk (pricing) models for the simulation of portfolios of interest rate and credit risk sensitive securities
Jobst, Norbert J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657320
Saved in:
5
Asset price bubbles and monetary policy
Allen, Franklin
(
contributor
);
Gale, Douglas
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657339
Saved in:
6
Pricing the risk of recovery in default with APR violation
Unal, Haluk
(
contributor
);
Madan, Dilip B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685954
Saved in:
7
Papers and proceedings, sixty-second annual meeting / American Finance Association : Atlanta, Georgia, January 4 - 6, 2002
O'Hara, Maureen
(
contributor
)
-
American Finance Association
-
2002
Persistent link: https://www.econbiz.de/10001694215
Saved in:
8
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
9
Stock market fluctuations and the term structure
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000930617
Saved in:
10
Forecasting long- and short-horizon stock returns in a unified framework
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000931475
Saved in:
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