//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Research in international business and finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The journal of futures markets"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
1,194
Portfolio-Management
1,194
Theorie
788
Theory
788
Credit risk
383
Kreditrisiko
383
Risk
294
Risiko
288
Capital income
242
Kapitaleinkommen
242
Risikomaß
201
Risk measure
201
Risikomanagement
199
Risk management
199
Probability theory
171
Wahrscheinlichkeitsrechnung
171
Stochastic process
151
Stochastischer Prozess
151
Anlageverhalten
138
Behavioural finance
138
Estimation
135
Schätzung
134
Hedging
129
CAPM
113
Volatility
113
Volatilität
113
Statistical distribution
108
Statistische Verteilung
108
Welt
97
World
97
Börsenkurs
95
Share price
95
Risk model
93
Option pricing theory
92
Optionspreistheorie
92
Risikomodell
92
Bank lending
91
Kreditgeschäft
91
Aktienmarkt
86
Stock market
86
more ...
less ...
Online availability
All
Undetermined
1,016
Free
258
Type of publication
All
Article
1,395
Book / Working Paper
302
Type of publication (narrower categories)
All
Article in journal
1,391
Aufsatz in Zeitschrift
1,391
Arbeitspapier
300
Working Paper
300
Graue Literatur
298
Non-commercial literature
298
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Mehrbändiges Werk
1
Multi-volume publication
1
Reprint
1
more ...
less ...
Language
All
English
1,697
Author
All
Ongena, Steven
21
Hens, Thorsten
18
Filipović, Damir
17
Jondeau, Eric
17
Young, Virginia R.
17
Liang, Zongxia
15
Malamud, Semyon
14
Sornette, Didier
14
Zeng, Yan
13
Evstigneev, Igor V.
12
Schenk-Hoppé, Klaus Reiner
11
Farkas, Walter
10
Li, Zhongfei
10
Muhle-Karbe, Johannes
10
Soner, Halil Mete
10
Barone-Adesi, Giovanni
9
Bacchetta, Philippe
8
Koch Medina, Pablo
8
Li, Danping
8
Shen, Yang
8
Wong, Hoi Ying
8
Bayraktar, Erhan
7
Cheung, Eric C. K.
7
Gilli, Manfred
7
Guan, Guohui
7
Landriault, David
7
Landsman, Zinoviy
7
Mao, Tiantian
7
Mele, Antonio
7
Van Wincoop, Eric
7
Wang, Ruodu
7
Yao, Haixiang
7
Chen, Ping
6
Dhaene, Jan
6
Hoesli, Martin
6
Li, Bin
6
Obayashi, Yoshiki
6
Paolella, Marc S.
6
Scaillet, Olivier
6
Schmedders, Karl
6
more ...
less ...
Published in...
All
Finance research letters
Insurance / Mathematics & economics
Research in international business and finance
Research paper series / Swiss Finance Institute
The journal of futures markets
Journal of banking & finance
1,018
NBER working paper series
690
Working paper / National Bureau of Economic Research, Inc.
587
European journal of operational research : EJOR
563
NBER Working Paper
515
International review of financial analysis
389
Journal of financial economics
387
International journal of theoretical and applied finance
350
Journal of economic dynamics & control
313
Management science : journal of the Institute for Operations Research and the Management Sciences
313
Discussion paper / Centre for Economic Policy Research
310
The journal of finance : the journal of the American Finance Association
292
Risks : open access journal
289
Applied economics
275
Economics letters
269
The journal of asset management
261
The journal of portfolio management : a publication of Institutional Investor
258
Journal of empirical finance
255
The review of financial studies
254
International review of economics & finance : IREF
252
Economic modelling
250
SpringerLink / Bücher
249
Finance and stochastics
243
Discussion paper / Tinbergen Institute
237
The European journal of finance
231
The North American journal of economics and finance : a journal of financial economics studies
231
Quantitative finance
229
Journal of financial and quantitative analysis : JFQA
227
Mathematical finance : an international journal of mathematics, statistics and financial theory
223
Journal of risk and financial management : JRFM
221
Discussion papers / CEPR
210
Journal of international financial markets, institutions & money
208
Applied economics letters
206
Swiss Finance Institute Research Paper
196
Working paper
195
The journal of fixed income
189
more ...
less ...
Source
All
ECONIS (ZBW)
1,697
Showing
1
-
10
of
1,697
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The credit risk components of a
swap
portfolio
Hübner, Georges
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
Saved in:
2
Credit volatility indexes
Mele, Antonio
;
Obayashi, Yoshiki
-
2020
-
This version: October 19, 2020
Persistent link: https://www.econbiz.de/10012419450
Saved in:
3
Multiple risk factor dependence structures : distributional properties
Su, Jianxi
;
Furman, Edward
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011774770
Saved in:
4
On a multi-dimensional risk model with regime switching
Wang, Guanqing
;
Wang, Guojing
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
Saved in:
5
A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
Saved in:
6
Countercyclical foreign currency borrowing : Eurozone firms in 2007-2009
Bacchetta, Philippe
;
Merrouche, Ouarda
-
2015
disruptions in the FX
swap
market caused a rise in dollar borrowing from US banks, especially for firms in export-oriented sectors …
Persistent link: https://www.econbiz.de/10011507853
Saved in:
7
Is Thailand's credit default
swap
market linked to bond and stock markets? : evidence from the term structure of credit spreads
Boonlert Jitmaneeroj
- In:
Research in international business and finance
46
(
2018
),
pp. 324-341
Persistent link: https://www.econbiz.de/10011983668
Saved in:
8
Real option, debt maturity and equity default swaps under negotiation
Gan, Liu
;
Luo, Pengfei
;
Yang, Zhaojun
- In:
Finance research letters
18
(
2016
),
pp. 278-284
Persistent link: https://www.econbiz.de/10011657215
Saved in:
9
Credit default swaps and regulatory capital relief : evidence from European banks
Thornton, John
;
Di Tommaso, Caterina
- In:
Finance research letters
26
(
2018
),
pp. 255-260
Persistent link: https://www.econbiz.de/10012005692
Saved in:
10
Debt market illiquidity and correlated default risk
Javadi, Siamak
;
Mollagholamali, Mohsen
- In:
Finance research letters
26
(
2018
),
pp. 266-273
Persistent link: https://www.econbiz.de/10012005695
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...
//-->