//--> //--> //--> //-->
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:"Economics letters"
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
Attenuated model of pricing cr...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
97
Stochastischer Prozess
97
Theorie
96
Theory
96
Credit risk
52
Kreditrisiko
52
Derivat
39
Derivative
39
Volatility
37
Volatilität
37
Option pricing theory
28
Optionspreistheorie
28
Risiko
20
Risk
20
Time series analysis
18
Zeitreihenanalyse
18
Estimation
17
Schätzung
17
Estimation theory
16
Schätztheorie
16
Credit derivative
13
Kreditderivat
13
Bank lending
12
EU countries
12
EU-Staaten
12
Insolvency
12
Insolvenz
12
Kreditgeschäft
12
Bank
11
Forecasting model
11
Prognoseverfahren
11
Stochastic volatility
11
USA
11
United States
11
Börsenkurs
10
Capital income
10
Kapitaleinkommen
10
Share price
10
Portfolio selection
9
Portfolio-Management
9
more ...
less ...
Online availability
All
Undetermined
109
Free
6
Type of publication
All
Article
211
Type of publication (narrower categories)
All
Article in journal
210
Aufsatz in Zeitschrift
210
Language
All
English
211
Author
All
Müller, Sigrid M.
3
Wong, Wing Keung
3
Chaudhury, Mohammed M.
2
Dimitrakopoulos, Stefanos
2
Fabozzi, Frank J.
2
Guo, Xu
2
Gupta, Rangan
2
Kapetanios, George
2
Krämer, Walter
2
Lee, Sangyeol
2
Lu, Jingfeng
2
Martikainen, Teppo
2
Moura, Guilherme Valle
2
Puttonen, Vesa
2
Shaffer, Sherrill
2
Shin, Dong-wan
2
Su, Zhi
2
Xue, Yi
2
Zhu, Lixing
2
Afsharian, Mohsen
1
Agarwalla, Sobhesh Kumar
1
Aliprantis, Charalambos D.
1
Anderson, Gordon
1
Andreasen, Martin Møller
1
Anh Nguyet Vu
1
Anthony, John
1
Apergēs, Nikolaos
1
Arping, Stefan
1
Arvanitis, Stelios
1
Avino, Davide
1
Aziz, Haris
1
Bah, Mohamed Siry
1
Bao, Yong
1
Beladi, Hamid
1
Ben-Shahar, Danny
1
Besancenot, Damien
1
Black, Fischer
1
Borri, Nicola
1
Boucekkine, Raouf
1
Bougias, Alexandros
1
more ...
less ...
Published in...
All
Economics letters
Journal of banking & finance
859
European journal of operational research : EJOR
824
International journal of theoretical and applied finance
691
The journal of futures markets
670
Finance research letters
413
Insurance / Mathematics & economics
395
Finance and stochastics
373
IMF Working Papers
362
Mathematical finance : an international journal of mathematics, statistics and financial theory
345
NBER working paper series
337
Applied mathematical finance
307
Quantitative finance
306
The journal of derivatives : the official publication of the International Association of Financial Engineers
303
Journal of economic dynamics & control
300
The journal of computational finance
291
Journal of financial economics
282
Working paper / National Bureau of Economic Research, Inc.
282
Journal of econometrics
278
Risks : open access journal
271
NBER Working Paper
265
IMF Staff Country Reports
249
International review of financial analysis
249
Energy economics
238
Discussion paper / Tinbergen Institute
228
Research paper series / Swiss Finance Institute
219
Review of derivatives research
217
Management science : journal of the Institute for Operations Research and the Management Sciences
215
Economic modelling
214
International review of economics & finance : IREF
214
The European journal of finance
212
The journal of fixed income
205
Working paper
205
Computational economics
204
The journal of finance : the journal of the American Finance Association
201
SpringerLink / Bücher
199
Operations research
195
Journal of financial stability
192
The journal of credit risk : published quarterly by Incisive Media
191
Applied economics
190
more ...
less ...
Source
All
ECONIS (ZBW)
211
Showing
1
-
10
of
211
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit default swaps and risk-shifting
Campello, Murillo
;
Matta, Rafael
- In:
Economics letters
117
(
2012
)
3
,
pp. 639-641
Persistent link: https://www.econbiz.de/10009679057
Saved in:
2
A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
Saved in:
3
Redenomination-risk spillovers in the Eurozone
Borri, Nicola
- In:
Economics letters
174
(
2019
),
pp. 173-178
Persistent link: https://www.econbiz.de/10012121083
Saved in:
4
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
5
The Janus-headed salvation : sovereign and bank credit risk premia during 2008 - 2009
Ejsing, Jacob Wellendorph
;
Lemke, Wolfgang
- In:
Economics letters
110
(
2011
)
1
,
pp. 28-31
Persistent link: https://www.econbiz.de/10009241581
Saved in:
6
Market reactions to the ECB's Comprehensive Assessment
Sahin, Cenkhan
;
Haan, Jakob de
- In:
Economics letters
140
(
2016
),
pp. 1-5
Persistent link: https://www.econbiz.de/10011615673
Saved in:
7
Do NPL portfolio sales help reduce banks' financing costs?
Manz, Florian
;
Kiesel, Florian
;
Schiereck, Dirk
- In:
Economics letters
182
(
2019
),
pp. 93-97
Persistent link: https://www.econbiz.de/10012122440
Saved in:
8
Optimal capital structure and credit spreads under pandemic shocks
Yao, Yanming
;
Luo, Pengfei
- In:
Economics letters
224
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014307604
Saved in:
9
The urgency to borrow in the interbank market
Brunetti, Celso
;
Harris, Jeffrey H.
;
Mankad, Shawn
- In:
Economics letters
221
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014229535
Saved in:
10
Geopolitical tensions and sovereign credit risks
Demiralay, Sercan
;
Kaawach, Said
;
Kilincarslan, Erhan
; …
- In:
Economics letters
236
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015072077
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...
//-->