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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:"Giesecke, Kay"
~person:"Jarrow, Robert A."
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Behr, Patrick
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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
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of derivatives research
3
The journal of fixed income
3
Annual review of financial economics
2
Finance and stochastics
2
Journal of economic dynamics & control
2
Operations research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Annals of Applied Probability, Forthcoming
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance research letters
1
Frankfurt School of Finance & Management - Working Papers
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
International journal of theoretical and applied finance
1
Johnson School Research Paper Series
1
Journal of banking regulation
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of risk management in financial institutions
1
Mathematics of operations research
1
No. 133(2010)
1
Review of finance : journal of the European Finance Association
1
SFB 373 Discussion Paper
1
The credit market handbook : advanced modeling issues
1
The handbook of fixed income securities
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
Working Paper Series: Finance & Accounting
1
Working paper // Research program / School of Business, Queen's University
1
Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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ECONIS (ZBW)
12
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1
Optimal credit
swap
portfolios
Giesecke, Kay
;
Kim, Baeho
;
Kim, Jack
;
Tsoukalas, Gerry
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2291-2307
Persistent link: https://www.econbiz.de/10010461900
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Correlated default with incomplete information
Giesecke, Kay
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1521-1545
Persistent link: https://www.econbiz.de/10002100479
Saved in:
7
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
;
Weber, Stefan
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 3009-3036
Persistent link: https://www.econbiz.de/10002410735
Saved in:
8
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:
9
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
Saved in:
10
Risk analysis for large pools of loans
Sirignano, Justin
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10011991377
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