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Credit risk
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42
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Credit risk models and management
Review of derivatives research
Journal of banking & finance
478
Finance research letters
196
Journal of financial stability
172
The journal of credit risk : published quarterly by Incisive Media
165
NBER working paper series
133
Journal of financial economics
122
The journal of fixed income
122
Journal of risk management in financial institutions
121
International review of financial analysis
119
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114
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109
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108
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105
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103
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98
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94
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94
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86
Research in international business and finance
86
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84
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Review of quantitative finance and accounting
77
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74
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
The European journal of finance
71
The North American journal of economics and finance : a journal of financial economics studies
70
Journal of financial intermediation
69
The journal of structured finance
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The journal of real estate finance and economics
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ECONIS (ZBW)
42
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1
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
2
Credit
swap
valuation
Duffie, Darrell
- In:
Credit risk models and management
,
(pp. 375-401)
.
2004
Persistent link: https://www.econbiz.de/10002432624
Saved in:
3
Enhancing credit performance with market-implied credit measures and default swaps
Backshall, Tim
- In:
Credit risk models and management
,
(pp. 543-572)
.
2004
Persistent link: https://www.econbiz.de/10002433447
Saved in:
4
Portfolio benefits of adding corporate credit default
swap
indices : evidence from North America and Europe
Hippert, Benjamin
;
Uhde, André
;
Wengerek, Sascha Tobias
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 203-259
Persistent link: https://www.econbiz.de/10012311669
Saved in:
5
Structural default model with mutual obligations
Itkin, Andrey
;
Lipton, Alexander
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 15-46
Persistent link: https://www.econbiz.de/10011930552
Saved in:
6
Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert A.
;
Lin, Haizhi
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10003835030
Saved in:
7
Leverage, options liabilities, and corporate bond pricing
Huang, Hongming
;
Yildirim, Yildiray
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 245-276
Persistent link: https://www.econbiz.de/10003835034
Saved in:
8
An empirical analysis of alternative recovery risk models and implied recovery rates
Zhang, Frank Xiaoling
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 101-124
Persistent link: https://www.econbiz.de/10008695497
Saved in:
9
Valuation of vulnerable American options with correlated credit risk
Chang, Lung-fu
;
Hung, Mao-Wei
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10003608132
Saved in:
10
The valuation of a firm's investment opportunities : a reduced form credit risk perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10003705843
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