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Dependent Credit Migrations
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Credit risk
474
Kreditrisiko
474
Theory
168
Theorie
167
Bank lending
105
Kreditgeschäft
105
Bank
94
Credit rating
92
Kreditwürdigkeit
92
Insolvency
79
Insolvenz
79
Bank risk
72
Bankrisiko
72
Basel Accord
72
Basler Akkord
72
Correlation
66
Korrelation
65
Financial crisis
63
Finanzkrise
63
Portfolio selection
60
Portfolio-Management
60
Welt
58
World
58
Yield curve
57
Zinsstruktur
57
Credit
48
Kredit
48
USA
46
United States
46
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44
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44
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42
Kreditderivat
42
Corporate bond
40
Risikoprämie
40
Risk premium
40
Unternehmensanleihe
40
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39
Schätzung
39
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34
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2
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English
538
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Saunders, Anthony
9
Altman, Edward I.
8
Norden, Lars
8
Perraudin, William R. M.
6
Rösch, Daniel
5
Chen, Tsung-kang
4
Gouriéroux, Christian
4
Hasan, Iftekhar
4
Liao, Hsien-hsing
4
Lucas, André
4
Löffler, Gunter
4
Varotto, Simone
4
Weber, Martin
4
Wu, Chunchi
4
Behr, Patrick
3
Carey, Mark S.
3
Das, Sanjiv R.
3
Delēs, Manthos D.
3
Dufour, Alfonso
3
Gordy, Michael B.
3
Jackson, Patricia
3
Jacobson, Tor
3
Lobo, Gerald J.
3
Marra, Miriam
3
Ongena, Steven
3
Roszbach, Kasper
3
Schuermann, Til
3
Song, Wei
3
Vanini, Paolo
3
Wu, Eliza
3
Yeager, Timothy J.
3
Zhou, Hao
3
Zhou, Lei
3
Agarwal, Vineet
2
Angbazo, Lazarus A.
2
Balasubramnian, Bhanu
2
Beine, Michel
2
Bezemer, Dirk Johan
2
Billio, Monica
2
Bonfim, Diana
2
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International Finance and Banking Society
1
International Finance and Banking Society (IFABS) Barcelona Conference <2016, Barcelona>
1
Published in...
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Journal of banking & finance
IZA Discussion Papers
848
MPRA Paper
823
Discussion paper series / IZA
463
IZA Discussion Paper
437
CESifo Working Paper
352
Working Paper
346
ECB Working Paper
308
CESifo working papers
302
Finance research letters
261
Discussion paper / Tinbergen Institute
260
CESifo Working Paper Series
258
NBER working paper series
202
Working paper series / European Central Bank
202
ZEW Discussion Papers
199
Working paper
192
Tinbergen Institute Discussion Paper
181
Journal of econometrics
175
Tinbergen Institute Discussion Papers
172
International review of financial analysis
170
The journal of credit risk : published quarterly by Incisive Media
167
Journal of financial stability
166
NBER Working Paper
166
Economics letters
160
Economic modelling
158
Working paper / National Bureau of Economic Research, Inc.
156
Discussion paper
152
Applied economics
144
International journal of theoretical and applied finance
144
International review of economics & finance : IREF
139
European journal of operational research : EJOR
132
Journal of financial economics
132
The journal of fixed income
130
Discussion paper / Centre for Economic Policy Research
122
CEPR Discussion Papers
121
SOEPpapers on Multidisciplinary Panel Data Research
121
Applied economics letters
120
Discussion papers / CEPR
119
Journal of international financial markets, institutions & money
119
Journal of risk management in financial institutions
119
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ECONIS (ZBW)
538
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1
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1
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
2
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
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3
Correlated default with incomplete information
Giesecke, Kay
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1521-1545
Persistent link: https://www.econbiz.de/10002100479
Saved in:
4
Default correlation : an empirical investigation of a subprime lender
Cowan, Adrian M.
;
Cowan, Charles D.
- In:
Journal of banking & finance
28
(
2004
)
4
,
pp. 753-771
Persistent link: https://www.econbiz.de/10001956074
Saved in:
5
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
;
Weber, Stefan
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 3009-3036
Persistent link: https://www.econbiz.de/10002410735
Saved in:
6
Migration correlation : definition and efficient estimation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 865-894
Persistent link: https://www.econbiz.de/10002600307
Saved in:
7
Correlation in credit risk changes
Pu, Xiaoling
;
Zhao, Xinlei
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1093-1106
Persistent link: https://www.econbiz.de/10009557821
Saved in:
8
An approximation method for analysis and valuation of credit correlation derivatives
Egami, Masahiko
;
Esteghamat, Kian
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 341-364
Persistent link: https://www.econbiz.de/10003291266
Saved in:
9
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
10
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
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