//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"ECB Working Paper"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"The journal of risk model validation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
397
Credit risk
386
Theorie
156
Theory
151
Kreditwürdigkeit
75
Credit rating
74
Insolvency
72
Insolvenz
72
Portfolio-Management
69
Portfolio selection
68
Kreditderivat
55
Kreditgeschäft
54
Bank lending
53
Basler Akkord
52
Credit derivative
52
Risikomanagement
52
credit risk
52
Basel Accord
51
Forecasting model
50
Prognoseverfahren
50
Risk management
49
Financial services
38
Finanzdienstleistung
38
Finanzkrise
38
Risikomaß
38
Risk measure
38
Financial crisis
33
Derivat
30
Derivative
29
EU-Staaten
29
Risikoprämie
29
Zinsstruktur
29
Yield curve
27
Bank
26
Risk premium
26
Schätzung
26
Estimation
25
Risiko
25
Risk
25
Bankrisiko
22
more ...
less ...
Online availability
All
Undetermined
185
Free
76
Type of publication
All
Article
333
Book / Working Paper
78
Type of publication (narrower categories)
All
Article in journal
334
Aufsatz in Zeitschrift
334
Working Paper
17
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
411
Author
All
Yang, Bill Huajian
8
Chi, Guotai
7
Heider, Florian
7
Hoerova, Marie
6
Scheicher, Martin
6
Chen, Wei
5
Lucas, Andre
5
Schwaab, Bernd
5
Altman, Edward I.
4
Chawla, Gaurav
4
Fischer, Matthias
4
Forest, Lawrence R. <Jr.>
4
Koopman, Siem Jan
4
Ozdemir, Bogie
4
Berg, Tobias
3
Breeden, Joseph L.
3
Camba-Mendez, Gonzalo
3
Canals-Cerdá, José J.
3
Du, Zunwei
3
Ejsing, Jacob
3
Georgescu, Oana Maria
3
Grothe, Magdalena
3
Jacobs, Michael <Jr.>
3
Monfort, Alain
3
Ongena, Steven
3
Petrov, Alexander
3
Serwa, Dobromil
3
Skoglund, Jimmy
3
Thomas, Lyn C.
3
Westerfeld, Simone
3
Zhang, Yan
3
Zhao, Xinlei
3
Zhou, Ying
3
Aguais, Scott D.
2
Ahnert, Toni
2
Alexopoulou, Ioana
2
Andersen, Leif B. G.
2
Andersson, Magnus
2
Bhat, Gauri
2
Biais, Bruno
2
more ...
less ...
Published in...
All
ECB Working Paper
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of credit risk : published quarterly by Incisive Media
The journal of risk model validation
Journal of banking & finance
495
Finance research letters
204
Journal of financial stability
164
NBER working paper series
158
International journal of theoretical and applied finance
138
International review of financial analysis
134
Journal of financial economics
133
The journal of fixed income
132
Working paper / National Bureau of Economic Research, Inc.
125
Journal of risk management in financial institutions
122
NBER Working Paper
122
Working paper series / European Central Bank
122
Discussion papers / CEPR
116
International review of economics & finance : IREF
104
Journal of international financial markets, institutions & money
102
European journal of operational research : EJOR
101
IMF working papers
98
Finance and economics discussion series
96
Discussion paper / Centre for Economic Policy Research
94
Risks : open access journal
89
Research paper series / Swiss Finance Institute
88
Discussion paper
87
Research in international business and finance
87
Economic modelling
84
Review of quantitative finance and accounting
80
Journal of financial services research : JFSR
79
The North American journal of economics and finance : a journal of financial economics studies
78
The journal of corporate finance : contracting, governance and organization
77
Applied economics
75
The European journal of finance
75
Applied economics letters
73
SpringerLink / Bücher
73
The journal of structured finance
72
Journal of financial intermediation
70
Journal of international money and finance
70
The journal of real estate finance and economics
70
more ...
less ...
Source
All
ECONIS (ZBW)
394
EconStor
17
Showing
1
-
10
of
411
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time series models for credit default
swap
premiums
Eifert, Márton
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 21-44
Persistent link: https://www.econbiz.de/10011380101
Saved in:
2
Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias
;
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
Saved in:
3
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
4
Modeling credit spreads with the Cheyette model and its application to credit default swaptions
Natcheva-Acar, Kalina
;
Acar, Sarp Kaya
;
Krekel, Martin
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 47-71
Persistent link: https://www.econbiz.de/10009518037
Saved in:
5
Recovery swaps
Berd, Arthur M.
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. [61]-70
Persistent link: https://www.econbiz.de/10003198826
Saved in:
6
Credit default swaps and debt overhang
Wong, Tak-Yuen
;
Yu, Jin
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2069-2097
Persistent link: https://www.econbiz.de/10013262912
Saved in:
7
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3603-3616
Persistent link: https://www.econbiz.de/10012289183
Saved in:
8
Testing the transparency implications of mandatory IFRS adoption : the spread/maturity relation of credit default swaps
Bhat, Gauri
;
Callen, Jeffrey L.
;
Segal, Dan
- In:
Management science : journal of the Institute for …
62
(
2016
)
12
,
pp. 3472-3493
Persistent link: https://www.econbiz.de/10011626364
Saved in:
9
Do empty creditors matter? : evidence from distressed exchange offers
Danis, András
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1285-1301
Persistent link: https://www.econbiz.de/10011684704
Saved in:
10
A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->