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~isPartOf:"International review of financial analysis"
~person:"Hasan, Iftekhar"
~person:"Jarrow, Robert A."
~person:"Schwaab, Bernd"
~person:"Xu, Yaofei"
~source:"econis"
~subject:"Kreditrisiko"
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Kreditrisiko
Credit risk
3
Credit default swap
2
Credit derivative
2
Derivat
2
Derivative
2
Implied volatility
2
Kreditderivat
2
Option pricing theory
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Options
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Optionspreistheorie
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State space model
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Swap
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Unscented Kalman filter
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Volatility
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Volatilität
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Zustandsraummodell
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Bankrisiko
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Basler Akkord
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Börsenkurs
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Capital requirements
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Country risk
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Credit rating
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Cross-border banking
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Default boundary
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Economic growth
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Estimation
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Finance-growth nexus
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Financial sector
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Finanzsektor
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Insolvency
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Insolvenz
1
Kreditgeschäft
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Kreditwürdigkeit
1
Länderrisiko
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Hasan, Iftekhar
Jarrow, Robert A.
Schwaab, Bernd
Xu, Yaofei
Chateau, Jean-Pierre D.
4
Batten, Jonathan A.
3
Avino, Davide
2
Beladi, Hamid
2
Byström, Hans N. E.
2
Diaz-Rainey, Ivan
2
Liu, Yi
2
Skinner, Frank S.
2
Stasinakis, Charalampos
2
Varotto, Simone
2
Wagner, Niklas F.
2
Yan, Cheng
2
Zhang, Xuan
2
Abakah, Emmanuel Joel Aikins
1
Abinzano, Isabel
1
Abou-El-Sood, Heba
1
Agyei-Boapeah, Henry
1
Ali, Asghar
1
Allen, David E.
1
Alonso, Andrés
1
Altunbaş, Yener
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Alzugaiby, Basim
1
Anand, Arsh
1
Apergēs, Nikolaos
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Arismendi Zambrano, Juan Carlos
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Ashby, Simon
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Bakalyar, Inna
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Barakat, Ahmed
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Batiz-Zuk, Enrique
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Ben Abdesslem, Rim
1
Benbouzid, Nadia
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Bhattacharya, Madhumita
1
Bissoondoyal-Bheenick, Emawtee
1
Bonini, Stefano
1
Bougias, Alexandros
1
Boumparis, Periklis
1
Bouri, Elie
1
Breitenfellner, Bastian
1
Brown, Christine A.
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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
3
The journal of fixed income
3
Credit risk models and management
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial services research : JFSR
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
The journal of corporate finance : contracting, governance and organization
2
Annals of Applied Probability, Forthcoming
1
Annual review of financial economics
1
BOFIT discussion papers
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
European financial management : the journal of the European Financial Management Association
1
Finance and stochastics
1
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
1
International journal of theoretical and applied finance
1
Journal of accounting, auditing & finance
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
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Journal of financial engineering
1
Journal of financial services research
1
Journal of international financial markets, institutions & money
1
Journal of monetary economics
1
Journal of risk management in financial institutions
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Mathematics of operations research
1
Research paper series / Swiss Finance Institute
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Research series / Universiteit van Amsterdam
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Sveriges Riksbank working paper series
1
Swiss Finance Institute Research Paper
1
The credit market handbook : advanced modeling issues
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ECONIS (ZBW)
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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
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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