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~institution:"The Wharton Financial Institutions Center"
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Schuermann, Til
6
Herring, Richard J.
3
Zenios, Stauros Andrea
3
Fernando, Chitru S.
2
Madan, Dilip B.
2
Strahan, Philip E.
2
Unal, Haluk
2
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Bertocchi, Marida
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1
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1
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1
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1
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The Wharton Financial Institutions Center
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463
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65
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59
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35
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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
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2
Measurement and estimation of credit migration matrices
Schuermann, Til
(
contributor
);
Jafry, Yusuf
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754507
Saved in:
3
A simple approach to estimate recovery rates with APR violation from debt spreads
Unal, Haluk
(
contributor
);
Madan, Dilip B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576030
Saved in:
4
What do we know about loss given default?
Schuermann, Til
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001944584
Saved in:
5
The effect of transaction size on off-the-run treasury prices
Babbel, David F.
;
Merrill, Craig B.
;
Meyer, Mark F.
; …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001550742
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6
Institutions, relationships and bank competition in bond underwriting markets : an international comparative study
Yasuda, Ayako
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657025
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7
Searching for new regulatory frameworks for the intermediate financial structure in post-crisis Asia
Shirai, Sayuri
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657353
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8
Coexistence and specialization of investment banks and commercial banks : evidence from corporate bond underwriting
Song, Wei-ling
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785542
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9
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
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10
Wall Street's credibility problem : misaligned incentives and dubious fixes?
Boni, Leslie
(
contributor
);
Womack, Kent
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657263
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