//--> //--> //--> //-->
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:"Journal of banking & finance"
~subject:"Theory"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theory
Portfolio selection
570
Portfolio-Management
570
Credit risk
474
Kreditrisiko
474
Theorie
367
Capital income
140
Kapitaleinkommen
140
Bank lending
107
Kreditgeschäft
107
Bank
105
Credit rating
94
Kreditwürdigkeit
94
Welt
92
World
92
Risikomanagement
91
Risikomaß
91
Risk management
91
Risk measure
91
Risk
89
Estimation
88
Schätzung
88
Risiko
86
Insolvency
82
Insolvenz
82
Anlageverhalten
80
Basel Accord
80
Basler Akkord
80
Behavioural finance
80
Financial crisis
80
Finanzkrise
80
Bank risk
76
Bankrisiko
76
USA
76
United States
75
Yield curve
72
Zinsstruktur
72
Investment Fund
71
Investmentfonds
71
CAPM
68
more ...
less ...
Online availability
All
Undetermined
127
Type of publication
All
Article
367
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
366
Aufsatz in Zeitschrift
366
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
2
Konferenzschrift
2
Systematic review
2
Übersichtsarbeit
2
Nachruf
1
more ...
less ...
Language
All
English
368
Author
All
Branger, Nicole
5
Altman, Edward I.
4
Fabozzi, Frank J.
4
Gouriéroux, Christian
4
Klein, Peter
4
Löffler, Gunter
4
Alexander, Gordon J.
3
Baptista, Alexandre M.
3
Breuer, Thomas
3
Kwan, Clarence C. Y.
3
Moreno, Manuel
3
Munk, Claus
3
Nogales, Francisco J.
3
Post, Thierry
3
An, Yunbi
2
Armstrong, John
2
Balbás de la Corte, Alejandro
2
Bierwag, Gerald O.
2
Birge, John R.
2
Brandtner, Mario
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
D'Ecclesia, Rita L.
2
Das, Sanjiv R.
2
De Giorgi, Enrico
2
Dias, Alexandra
2
Drehmann, Mathias
2
Elton, Edwin J.
2
Escobar, Marcos
2
Faff, Robert W.
2
Farmer, J. Doyne
2
Fooladi, Iraj J.
2
Garcia, René
2
García-Céspedes, Rubén
2
Geman, Hélyette
2
Giesecke, Kay
2
Gordy, Michael B.
2
Grauer, Robert R.
2
Gruber, Martin Jay
2
more ...
less ...
Published in...
All
Journal of banking & finance
Insurance / Mathematics & economics
381
European journal of operational research : EJOR
371
NBER working paper series
287
NBER Working Paper
237
Working paper / National Bureau of Economic Research, Inc.
235
International journal of theoretical and applied finance
212
Journal of economic dynamics & control
201
Finance research letters
195
Mathematical finance : an international journal of mathematics, statistics and financial theory
192
Finance and stochastics
182
Risks : open access journal
163
Economics letters
152
Management science : journal of the Institute for Operations Research and the Management Sciences
148
Discussion paper / Tinbergen Institute
141
Quantitative finance
140
Research paper series / Swiss Finance Institute
140
Journal of financial economics
139
Discussion paper / Centre for Economic Policy Research
130
Journal of empirical finance
116
The review of financial studies
116
The journal of finance : the journal of the American Finance Association
114
Economic modelling
108
The journal of portfolio management : a publication of Institutional Investor
100
Swiss Finance Institute Research Paper
95
The European journal of finance
95
International review of financial analysis
93
International review of economics & finance : IREF
92
Journal of economic theory
92
SpringerLink / Bücher
87
Computational economics
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of risk and financial management : JRFM
83
The journal of credit risk : published quarterly by Incisive Media
82
International journal of forecasting
78
Operations research letters
78
Mathematical methods of operations research
76
Discussion paper
75
Mathematics and financial economics
75
Applied economics
72
more ...
less ...
Source
All
ECONIS (ZBW)
368
Showing
1
-
10
of
368
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
2
Swap
credit risk : an empirical investigation on transaction data
Cossin, Didier
- In:
Journal of banking & finance
21
(
1997
)
10
,
pp. 1351-1373
Persistent link: https://www.econbiz.de/10001229575
Saved in:
3
Credit default swaps and the market for sovereign debt
Ismailescu, Iuliana
;
Phillips, Blake
- In:
Journal of banking & finance
52
(
2015
),
pp. 43-61
Persistent link: https://www.econbiz.de/10011377300
Saved in:
4
Detecting abnormal changes in credit default
swap
spreads using matching-portfolio models
Bertoni, Fabio
;
Lugo, Stefano
- In:
Journal of banking & finance
90
(
2018
),
pp. 146-158
Persistent link: https://www.econbiz.de/10011963459
Saved in:
5
The delivery option in credit default swaps
Jankowitsch, Rainer
;
Pullirsch, Rainer
;
Veza, Tanja
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1269-1285
Persistent link: https://www.econbiz.de/10003749198
Saved in:
6
Bank loan renegotiation and credit default swaps
Clark, Brian
;
Donato, James
;
Francis, Bill B.
;
Shohfi, …
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
Saved in:
7
Does CDS trading affect risk-taking incentives in managerial compensation?
Chen, Jie
;
Leung, Woon Sau
;
Song, Wei
;
Avino, Davide
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463077
Saved in:
8
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Saved in:
9
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Saved in:
10
Capital requirements and business cycle regimes : forward-looking modelling of default probabilities
Pederzoli, Chiara
;
Torricelli, Costanza
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3121-3140
Persistent link: https://www.econbiz.de/10003203855
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...
//-->