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~isPartOf:"Credit risk models and management"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Behr, Patrick"
~person:"Das, Sanjiv R."
~person:"Jarrow, Robert A."
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Behr, Patrick
Das, Sanjiv R.
Jarrow, Robert A.
Norden, Lars
9
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9
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Credit risk models and management
Journal of banking & finance
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of fixed income
6
Review of derivatives research
3
Annual review of financial economics
2
Finance and stochastics
2
Journal of financial services research : JFSR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Credit risk : models, derivatives, and management
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Finance research letters
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Innovations in investment management : cutting edge research from the exclusive JOIM conference series
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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1
Accounting-based versus market-based cross-sectional models of CDS spreads
Das, Sanjiv R.
;
Hanouna, Paul
;
Sarin, Atulya
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 719-730
Persistent link: https://www.econbiz.de/10003820945
Saved in:
2
An integrated model for hybrid securities
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
- In:
Management science : journal of the Institute for …
53
(
2007
)
9
,
pp. 1439-1451
Persistent link: https://www.econbiz.de/10003563464
Saved in:
3
Strategic loan modification : an options-based response to strategic default
Das, Sanjiv R.
;
Meadows, Ray
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 636-647
Persistent link: https://www.econbiz.de/10009705609
Saved in:
4
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
5
Financial constraints of private firms and bank lending behavior
Behr, Patrick
;
Norden, Lars
;
Noth, Felix
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3472-3485
Persistent link: https://www.econbiz.de/10010126386
Saved in:
6
Credit spreads with dynamic debt
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
Journal of banking & finance
50
(
2015
),
pp. 121-140
Persistent link: https://www.econbiz.de/10010509132
Saved in:
7
The effect of information sharing between lenders on access to credit, cost of credit and loan performance : evidence from a credit registry introduction
Behr, Patrick
;
Sonnekalb, Simon
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3017-3032
Persistent link: https://www.econbiz.de/10009672994
Saved in:
8
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Credit risk models and management
,
(pp. 333-374)
.
2004
Persistent link: https://www.econbiz.de/10002432611
Saved in:
9
Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Credit risk models and management
,
(pp. 573-597)
.
2004
Persistent link: https://www.econbiz.de/10002433486
Saved in:
10
The intersection of market and credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
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