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~isPartOf:"Credit risk models and management"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
~person:"Behr, Patrick"
~person:"Jarrow, Robert A."
~person:"Wu, Chunchi"
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Behr, Patrick
Jarrow, Robert A.
Wu, Chunchi
Norden, Lars
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Credit risk models and management
Journal of banking & finance
The journal of fixed income
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ECONIS (ZBW)
18
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1
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
2
What drives systemic state credit risk? : evidence from the State Credit Default
Swap
(CDS) market
Liu, Sheen
;
Wu, Chunchi
;
Yeh, Chung-Ying
;
Yoo, Woongsun
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 5-45
Persistent link: https://www.econbiz.de/10012251375
Saved in:
3
Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 31-41
Persistent link: https://www.econbiz.de/10003729808
Saved in:
4
The effects of default and call risk on bond duration
Xie, Yan Alice
;
Liu, Sheen
;
Wu, Chunchi
;
Anderson, Bing
- In:
Journal of banking & finance
33
(
2009
)
9
,
pp. 1700-1708
Persistent link: https://www.econbiz.de/10003872871
Saved in:
5
Dissecting corporate bond and CDS spreads
Lin, Hai
;
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
Saved in:
6
Counterparty credit risk in the municipal bond market
Chung, San-Lin
;
Kao, Chen-Wei
;
Wu, Chunchi
;
Yeh, Chung-Ying
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 7-33
Persistent link: https://www.econbiz.de/10011399821
Saved in:
7
credit default
swap
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
8
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:
9
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:
10
Default prediction with dynamic sectoral and macroeconomic frailties
Chen, Peimin
;
Wu, Chunchi
- In:
Journal of banking & finance
40
(
2014
),
pp. 211-226
Persistent link: https://www.econbiz.de/10010402234
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