//--> //--> //--> //-->
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"
~subject:"Credit risk"
~subject:"Derivat"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Derivat
Portfolio selection
287
Portfolio-Management
287
Kreditrisiko
119
Capital income
112
Kapitaleinkommen
112
Theorie
93
Theory
93
Estimation
52
Schätzung
52
Risk
51
Risiko
50
Anlageverhalten
48
Behavioural finance
48
Aktienmarkt
47
Börsenkurs
47
Share price
47
Stock market
47
Welt
45
World
45
Investment Fund
43
Investmentfonds
43
Hedging
41
USA
39
United States
39
Volatility
39
Volatilität
39
CAPM
38
Risikomanagement
35
Risk management
35
Risikoprämie
34
Risk premium
34
Bank lending
33
Kreditgeschäft
33
Risikomaß
32
Risk measure
32
Diversification
28
Forecasting model
28
Prognoseverfahren
28
Diversifikation
26
more ...
less ...
Online availability
All
Undetermined
80
Free
5
Type of publication
All
Article
126
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
129
Aufsatz in Zeitschrift
129
Collection of articles of several authors
3
Sammelwerk
3
Language
All
English
129
Author
All
Batten, Jonathan A.
4
Chateau, Jean-Pierre D.
4
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
Wang, Haijun
2
Xu, Yaofei
2
Yan, Cheng
2
Zagst, Rudi
2
Zhang, Xuan
2
Abakah, Emmanuel Joel Aikins
1
Abinzano, Isabel
1
Abou-El-Sood, Heba
1
Agyei-Boapeah, Henry
1
Alexander, Carol
1
Ali, Asghar
1
Allen, David E.
1
Alonso, Andrés
1
Altunbaş, Yener
1
Alves, Carlos
1
Alzugaiby, Basim
1
Anand, Arsh
1
Apergēs, Nikolaos
1
Arismendi Zambrano, Juan Carlos
1
Ashby, Simon
1
Asif, Raheel
1
Bakalyar, Inna
1
Barakat, Ahmed
1
Batiz-Zuk, Enrique
1
Ben Abdesslem, Rim
1
Benbouzid, Nadia
1
Bessler, Wolfgang
1
Bhattacharya, Madhumita
1
Bissoondoyal-Bheenick, Emawtee
1
more ...
less ...
Published in...
All
International review of financial analysis
Journal of banking & finance
491
Finance research letters
201
Journal of financial stability
172
The journal of credit risk : published quarterly by Incisive Media
165
NBER working paper series
137
International journal of theoretical and applied finance
132
Journal of financial economics
130
The journal of fixed income
128
Journal of risk management in financial institutions
121
Working paper series / European Central Bank
116
Discussion papers / CEPR
108
NBER Working Paper
108
Working paper / National Bureau of Economic Research, Inc.
106
European journal of operational research : EJOR
104
International review of economics & finance : IREF
101
Finance and economics discussion series
97
IMF working papers
96
Journal of international financial markets, institutions & money
92
Research in international business and finance
89
Risks : open access journal
88
The journal of risk model validation
88
Discussion paper / Centre for Economic Policy Research
87
Economic modelling
86
Discussion paper
84
The European journal of finance
79
Review of quantitative finance and accounting
77
Research paper series / Swiss Finance Institute
76
The journal of corporate finance : contracting, governance and organization
76
Management science : journal of the Institute for Operations Research and the Management Sciences
75
The North American journal of economics and finance : a journal of financial economics studies
74
Journal of financial services research : JFSR
73
Applied economics
72
Journal of financial intermediation
69
SpringerLink / Bücher
69
The journal of structured finance
69
Applied economics letters
68
The journal of real estate finance and economics
68
Working papers / Federal Reserve Bank of Philadelphia, Research Department
68
Journal of economic dynamics & control
67
more ...
less ...
Source
All
ECONIS (ZBW)
129
Showing
1
-
10
of
129
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001728576
Saved in:
5
An empirical analysis of credit default swaps
Skinner, Frank S.
;
Townend, Timothy G.
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 297-309
Persistent link: https://www.econbiz.de/10001715975
Saved in:
6
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001716000
Saved in:
7
Bank credit risk events and peers' equity value
Fuertes, Ana María
;
Robles, Maria-Dolores
- In:
International review of financial analysis
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012804022
Saved in:
8
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:
9
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:
10
Applying machine learning algorithms to predict default probability in the online credit market : evidence from China
Liu, Yi
;
Yang, Menglong
;
Wang, Yudong
;
Li, Yongshan
; …
- In:
International review of financial analysis
79
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349857
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...
//-->