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~isPartOf:"Essays on empirical asset pricing, dynamic asset allocation, and contagion effects"
~isPartOf:"International review of financial analysis"
~person:"Hasan, Iftekhar"
~person:"Jarrow, Robert A."
~person:"Schwaab, Bernd"
~person:"Stasinakis, Charalampos"
~source:"econis"
~subject:"Kreditrisiko"
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Kreditrisiko
Credit risk
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Credit default swap
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Hasan, Iftekhar
Jarrow, Robert A.
Schwaab, Bernd
Stasinakis, Charalampos
Chateau, Jean-Pierre D.
4
Batten, Jonathan A.
3
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Beladi, Hamid
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
International review of financial analysis
Discussion paper / Tinbergen Institute
11
Working paper series / European Central Bank
7
Journal of banking & finance
6
Bank of Finland Research Discussion Paper
5
ECB Working Paper
5
Bank of Finland research discussion papers
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The journal of fixed income
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Credit risk models and management
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial services research : JFSR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
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The journal of corporate finance : contracting, governance and organization
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1
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BOFIT discussion papers
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European financial management : the journal of the European Financial Management Association
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Finance and stochastics
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Finance research letters
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International journal of corporate finance and accounting : IJCFA ; an international publication of the Information Resources Management Association
1
International journal of forecasting
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International journal of theoretical and applied finance
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Journal of accounting, auditing & finance
1
Journal of applied econometrics
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial economics
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Journal of financial engineering
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Journal of financial services research
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Journal of international financial markets, institutions & money
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Journal of monetary economics
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Journal of risk management in financial institutions
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Mathematics of operations research
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Research paper series / Swiss Finance Institute
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Research series / Universiteit van Amsterdam
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Sveriges Riksbank working paper series
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Swiss Finance Institute Research Paper
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The credit market handbook : advanced modeling issues
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1
Market co-movement between credit default
swap
curves and
option
volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
2
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
3
Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius
;
Jarrow, Robert A.
;
Kraft, Holger
; …
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 183-216)
.
2013
Persistent link: https://www.econbiz.de/10010412565
Saved in:
4
The real impact of ratings-based capital rules on the finance-growth nexus
Hasan, Iftekhar
;
Hassan, Gazi M.
;
Kim, Suk-Joong
;
Wu, Eliza
- In:
International review of financial analysis
73
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012803740
Saved in:
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