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~isPartOf:"Finance and economics discussion series"
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Kreditrisiko
96
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Zhou, Hao
6
Gordy, Michael B.
5
Zakrajšek, Egon
4
Zhou, Chunsheng
4
Bomfim, Antúlio N.
3
Darst, R. Matthew
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Gilchrist, Simon
3
Bakshi, Gurdip S.
2
Berger, Allen N.
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2
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2
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2
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2
King, Thomas B.
2
Madan, Dilip B.
2
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2
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Powell, Linda F.
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Refayet, Ehraz
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Sapriza, Horacio
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Sim, Jae W.
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Tauchen, George Eugene
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Zhu, Haibin
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Agarwal, Sumit
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Finance and economics discussion series
Journal of banking & finance
477
Finance research letters
198
IMF Staff Country Reports
188
IMF Working Papers
187
The journal of credit risk : published quarterly by Incisive Media
167
Journal of financial stability
163
NBER working paper series
131
The journal of fixed income
122
International review of financial analysis
120
Journal of risk management in financial institutions
119
Journal of financial economics
116
Working paper series / European Central Bank
115
International journal of theoretical and applied finance
108
Discussion papers / CEPR
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International review of economics & finance : IREF
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92
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92
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86
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86
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84
Risks : open access journal
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80
Review of quantitative finance and accounting
77
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76
The journal of corporate finance : contracting, governance and organization
74
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73
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72
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70
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69
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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Credit default swaps
Bomfim, Antúlio N.
-
2022
-
This draft: March 4, 2022
Persistent link: https://www.econbiz.de/10013332772
Saved in:
2
A jump-diffusion approach to modeling credit risk and valuing defaultable securities
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633270
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3
Default correlation : an analytical result
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633274
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4
Problem loans and cost efficiency in commercial banks
Berger, Allen N.
-
1997
Persistent link: https://www.econbiz.de/10000961483
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5
Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg
-
1997
Persistent link: https://www.econbiz.de/10000962036
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6
Understanding the risk of synthetic CDOs
Gibson, Michael S.
-
2004
Persistent link: https://www.econbiz.de/10002117790
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7
A framework for assessing the systemic risk of major financial institutions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
-
2009
Persistent link: https://www.econbiz.de/10003911902
Saved in:
8
Pricing counterparty risk at the trade level and CVA allocations
Pykhtin, Michael
;
Rosen, Dan
-
2010
Persistent link: https://www.econbiz.de/10003968245
Saved in:
9
Constant proportion debt obligations : a post-mortem analysis of rating models
Gordy, Michael B.
;
Willemann, Søren
-
2010
Persistent link: https://www.econbiz.de/10003950439
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10
Granularity adjustment for mark-to-market credit risk models
Gordy, Michael B.
;
Marrone, James
-
2010
Persistent link: https://www.econbiz.de/10003995912
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