//--> //--> //--> //-->
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:"International review of financial analysis"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~subject:"Credit risk"
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
Credit risk
Portfolio selection
651
Portfolio-Management
651
Theorie
312
Theory
312
Kreditrisiko
249
Capital income
172
Kapitaleinkommen
172
USA
109
Estimation
107
Schätzung
107
United States
106
Hedging
101
Risk
95
Risiko
94
Volatility
91
Volatilität
91
Anlageverhalten
88
Behavioural finance
88
Welt
79
World
79
Risikoprämie
78
Risk premium
78
Börsenkurs
74
CAPM
74
Share price
74
Bank lending
63
Kreditgeschäft
63
Aktienmarkt
62
Risikomanagement
62
Risk management
62
Stock market
62
Forecasting model
60
Investment Fund
60
Investmentfonds
60
Prognoseverfahren
60
Credit derivative
59
Kreditderivat
59
Risikomaß
56
Risk measure
56
more ...
less ...
Online availability
All
Free
94
Undetermined
94
Type of publication
All
Article
149
Book / Working Paper
100
Type of publication (narrower categories)
All
Article in journal
153
Aufsatz in Zeitschrift
153
Arbeitspapier
94
Working Paper
94
Graue Literatur
87
Non-commercial literature
87
Collection of articles of several authors
4
Sammelwerk
4
more ...
less ...
Language
All
English
249
Author
All
Ongena, Steven
11
Byström, Hans N. E.
4
Chateau, Jean-Pierre D.
4
Batten, Jonathan A.
3
Duffie, Darrell
3
Park, Yuen Jung
3
Perraudin, William R. M.
3
Sanchez, Juan M.
3
Allen, David E.
2
Arellano, Cristina
2
Avino, Davide
2
Bai, Yan
2
Barone-Adesi, Giovanni
2
Beladi, Hamid
2
Comincioli, Nicola
2
Degryse, Hans
2
Diaz-Rainey, Ivan
2
Efing, Matthias
2
Ferreira Filipe, Sara
2
Galizia, Federico
2
Grammatikos, Theoharry
2
Gómez González, José Eduardo
2
Hasan, Iftekhar
2
Hau, Harald
2
Jondeau, Eric
2
Junge, Benjamin
2
Kim, Tong Suk
2
Kraemer-Eis, Helmut
2
Leukhina, Oksana
2
Li, Dan
2
Liao, Szu-Lang
2
Liu, Yi
2
McAleer, Michael
2
Michala, Dimitra
2
Mihalache, Gabriel
2
Nyborg, Kjell G.
2
Panteghini, Paolo
2
Powell, Andrew
2
Raunig, Burkhard
2
Rheinberger, Klaus
2
more ...
less ...
Published in...
All
International review of financial analysis
Swiss Finance Institute Research Paper
The journal of futures markets
Working paper
Journal of banking & finance
474
Finance research letters
186
The journal of credit risk : published quarterly by Incisive Media
165
Journal of financial stability
163
NBER working paper series
131
The journal of fixed income
122
Journal of risk management in financial institutions
119
Journal of financial economics
116
Working paper series / European Central Bank
113
International journal of theoretical and applied finance
108
Discussion papers / CEPR
106
NBER Working Paper
103
Working paper / National Bureau of Economic Research, Inc.
100
International review of economics & finance : IREF
94
Finance and economics discussion series
92
European journal of operational research : EJOR
91
The journal of risk model validation
88
Discussion paper / Centre for Economic Policy Research
86
Journal of international financial markets, institutions & money
86
IMF working papers
84
Discussion paper
82
Risks : open access journal
81
Economic modelling
80
Review of quantitative finance and accounting
77
Research in international business and finance
76
Research paper series / Swiss Finance Institute
76
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
Management science : journal of the Institute for Operations Research and the Management Sciences
72
The European journal of finance
70
Journal of financial intermediation
69
The journal of structured finance
69
Working papers / Federal Reserve Bank of Philadelphia, Research Department
68
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of real estate finance and economics
66
Applied economics
65
Applied economics letters
65
Discussion paper / Tinbergen Institute
63
Journal of international money and finance
62
more ...
less ...
Source
All
ECONIS (ZBW)
249
Showing
1
-
10
of
249
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
Validation of default probability models : a stress testing approach
Tsukahara, Fábio Yasuhiro
;
Kimura, Herbert
;
Sobreiro, …
- In:
International review of financial analysis
47
(
2016
),
pp. 70-85
Persistent link: https://www.econbiz.de/10011624054
Saved in:
3
Credit risk management in Greater China
Byström, Hans N. E.
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 582-597
Persistent link: https://www.econbiz.de/10003715013
Saved in:
4
Are banks different? : evidence form the CDS market
Raunig, Burkhard
;
Scheicher, Martin
-
2009
Persistent link: https://www.econbiz.de/10003810904
Saved in:
5
Back to the future : futures margins in a future credit default
swap
index futures market
Byström, Hans N. E.
- In:
The journal of futures markets
27
(
2007
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10003493001
Saved in:
6
An empirical analysis of the impact of the credit default
swap
index market on large complex financial institutions
Calice, Giovanni
;
Ioannidis, Christos
- In:
International review of financial analysis
25
(
2012
),
pp. 117-130
Persistent link: https://www.econbiz.de/10009688129
Saved in:
7
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:
8
Hedging stock sector risk with credit default swaps
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
International review of financial analysis
30
(
2013
),
pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
Saved in:
9
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001728576
Saved in:
10
Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
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...
//-->