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Modelling sovereign credit spreads with international macro-factors : the case of Brazil 1998 - 2009
Liu, Zhuoshi; Spencer, Peter D. - In: Journal of banking & finance 37 (2013) 2, pp. 241-256
Persistent link: https://www.econbiz.de/10009705703
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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
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Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia; Düllmann, Klaus - In: Journal of banking & finance 37 (2013) 4, pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
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Guarantees, transparency and the interdependency between sovereign and bank default risk
König, Philipp Johann; Anand, Kartik; Heinemann, Frank - In: Journal of banking & finance 45 (2014), pp. 321-337
Persistent link: https://www.econbiz.de/10010467894
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The delivery option in credit default swaps
Jankowitsch, Rainer; Pullirsch, Rainer; Veza, Tanja - In: Journal of banking & finance 32 (2008) 7, pp. 1269-1285
Persistent link: https://www.econbiz.de/10003749198
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Ratings versus market-based measures of default risk in portfolio governance
Löffler, Gunter - In: Journal of banking & finance 28 (2004) 11, pp. 2715-2746
Persistent link: https://www.econbiz.de/10002361911
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Parameterizing credit risk models with rating data
Carey, Mark S.; Hrycay, Mark - In: Journal of banking & finance 25 (2001) 1, pp. 197-270
Persistent link: https://www.econbiz.de/10001546264
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Credit risk assessment and relationship lending : special issue
Altman, Edward I. (contributor);  … - In: Journal of banking & finance 22 (1998) 10, pp. 1231-1480
Persistent link: https://www.econbiz.de/10001250857
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Sovereign credit spreads under good/bad governance
Jeanneret, Alexandre - In: Journal of banking & finance 93 (2018), pp. 230-246
Persistent link: https://www.econbiz.de/10011964657
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What Makes US Government Bonds Safe Assets?
He, Zhiguo - 2016
US government bonds are widely considered to be the world's safe store of value. US government bonds are a large fraction of safe asset portfolios, such as the porfolios of many central banks. The world demand for safe assets leads to low yields on US Treasury bonds. During periods of economic...
Persistent link: https://www.econbiz.de/10012456656