//--> //--> //--> //-->
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:"Economic modelling"
~subject:"Theory"
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
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theory
Portfolio selection
174
Portfolio-Management
174
Theorie
108
Credit risk
80
Kreditrisiko
80
Risikomaß
36
Risk measure
36
Risiko
32
Risk
32
Capital income
31
Kapitaleinkommen
31
Estimation
28
Schätzung
28
CAPM
26
Welt
26
World
26
Financial crisis
25
Finanzkrise
25
Hedging
24
Risk management
23
Risikomanagement
22
Anlageverhalten
21
Bank lending
21
Behavioural finance
21
Kreditgeschäft
21
Volatility
21
Volatilität
21
Insolvency
20
Insolvenz
20
Aktienmarkt
18
Stock market
18
China
17
Financial market
16
Finanzmarkt
16
ARCH model
15
ARCH-Modell
15
Bank
14
Basel Accord
14
Basler Akkord
14
more ...
less ...
Online availability
All
Undetermined
67
Type of publication
All
Article
108
Type of publication (narrower categories)
All
Article in journal
108
Aufsatz in Zeitschrift
108
Conference paper
2
Konferenzbeitrag
2
Language
All
English
108
Author
All
Prigent, Jean-Luc
5
Yang, Chunpeng
4
Yao, Haixiang
4
Siu, Tak Kuen
3
Zeng, Yan
3
Chen, Shumin
2
Jawadi, Fredj
2
Jiang, Cuixia
2
Jorge, José
2
Li, Shenghong
2
Ma, Guiyuan
2
Sheng, Jiliang
2
Siu, Chi Chung
2
Su, Xiaoshan
2
Wu, Huiling
2
Xu, Qifa
2
Yang, Jun
2
Yu, Keming
2
Zhang, Wei-guo
2
Zhang, Xili
2
Zhou, Jian
2
Zhu, Song-Ping
2
Abbas, Qaisar
1
Abid, Ilyes
1
Aggarwal, Nidhi
1
Agnello, Luca
1
Ali Shah, Syed Zulfiqar
1
Amédée-Manesme, Charles-Olivier
1
An, Yunbi
1
Andrieş, Alin Marius
1
Artis, Michael J.
1
Ayub, Usman
1
Ba, Shusong
1
Bahaji, Hamza
1
Bai, Manying
1
Bao, Liang
1
Bao, Qunfang
1
Barbagli, Matteo
1
Barthélémy, Fabrice
1
Bayona, Anna
1
more ...
less ...
Published in...
All
Economic modelling
Insurance / Mathematics & economics
381
European journal of operational research : EJOR
377
Journal of banking & finance
368
NBER working paper series
288
NBER Working Paper
237
Working paper / National Bureau of Economic Research, Inc.
235
International journal of theoretical and applied finance
212
Finance research letters
211
Journal of economic dynamics & control
203
Mathematical finance : an international journal of mathematics, statistics and financial theory
192
Finance and stochastics
182
Risks : open access journal
169
Economics letters
155
Management science : journal of the Institute for Operations Research and the Management Sciences
153
Journal of financial economics
147
Quantitative finance
147
Discussion paper / Tinbergen Institute
143
Research paper series / Swiss Finance Institute
140
Discussion paper / Centre for Economic Policy Research
130
The review of financial studies
117
Journal of empirical finance
116
The journal of finance : the journal of the American Finance Association
115
The journal of portfolio management : a publication of Institutional Investor
100
The European journal of finance
96
Swiss Finance Institute Research Paper
95
International review of financial analysis
93
International review of economics & finance : IREF
92
Journal of economic theory
92
SpringerLink / Bücher
87
Computational economics
86
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of risk and financial management : JRFM
83
The journal of credit risk : published quarterly by Incisive Media
82
Discussion paper
78
International journal of forecasting
78
Mathematics and financial economics
78
Operations research letters
78
Mathematical methods of operations research
76
Applied economics
73
more ...
less ...
Source
All
ECONIS (ZBW)
108
Showing
1
-
10
of
108
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Government capital injection, credit risk transfer, and bank performance during a financial crisis
Chang, Chuen-Ping
;
Chen, Shi
- In:
Economic modelling
53
(
2016
),
pp. 477-486
Persistent link: https://www.econbiz.de/10011641089
Saved in:
2
The performance of hybrid models in the assessment of default risk
Bellalah, Mondher
;
Zouari, Sami
;
Levyne, Olivier
- In:
Economic modelling
52
(
2016
),
pp. 259-265
Persistent link: https://www.econbiz.de/10011645652
Saved in:
3
Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework
Pantelous, Athanasios A.
- In:
Economic modelling
25
(
2008
)
4
,
pp. 658-675
Persistent link: https://www.econbiz.de/10003791242
Saved in:
4
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
5
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices
Agnello, Luca
;
Dufrénot, Gilles
;
Sousa, Ricardo M.
- In:
Economic modelling
34
(
2013
),
pp. 25-36
Persistent link: https://www.econbiz.de/10010360626
Saved in:
6
Modeling and forecasting return jumps using realized variation measures
Liu, Yi
;
Liu, Huifang
;
Zhang, Lei
- In:
Economic modelling
76
(
2019
),
pp. 63-80
Persistent link: https://www.econbiz.de/10012198262
Saved in:
7
Modeling loss given default with stochastic collateral
Frontczak, Robert
;
Rostek, Stefan
- In:
Economic modelling
44
(
2015
),
pp. 162-170
Persistent link: https://www.econbiz.de/10011326261
Saved in:
8
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi
;
Koivusalo, Alexander F. R.
- In:
Economic modelling
30
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Saved in:
9
Loan interest rates under risk-based capital requirements : the impact of banking market structure
Drumond, Inês
;
Jorge, José
- In:
Economic modelling
32
(
2013
),
pp. 602-607
Persistent link: https://www.econbiz.de/10009762012
Saved in:
10
Loan default correlation using an Archimedean copula approach : a case for recalibration
Fenech, Jean Pierre
;
Vosgha, Hamed
;
Shafik, Salwa
- In:
Economic modelling
47
(
2015
),
pp. 340-354
Persistent link: https://www.econbiz.de/10011439450
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...
//-->