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~isPartOf:"Annual review of financial economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Jarrow, Robert A."
~person:"Lucas, André"
~subject:"Credit risk"
~subject:"Theory"
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Annual review of financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
31
Journal of banking & finance
6
Working paper series / European Central Bank
6
Review of derivatives research
3
The journal of fixed income
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2
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2
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1
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International journal of forecasting
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1
Johnson School Research Paper Series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
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1
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1
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1
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Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
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Sveriges Riksbank working paper series
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The credit market handbook : advanced modeling issues
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1
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
2
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:
3
Credit risk models
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 37-68
Persistent link: https://www.econbiz.de/10003924491
Saved in:
4
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
5
Conditional Euro Area sovereign default risk
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 271-284
Persistent link: https://www.econbiz.de/10010488563
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