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~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Credit risk"
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Empirical Analysis of Credit R...
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ARCH model
Credit risk
Correlation
54
Korrelation
54
Theorie
47
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47
Capital income
46
Kapitaleinkommen
46
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43
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Conrad, Christian
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Dark, Jonathan
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Fałdziński, Marcin
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Journal of empirical finance
Energy economics
54
Journal of banking & finance
53
Finance research letters
50
International review of economics & finance : IREF
41
Research in international business and finance
39
Applied economics
37
Economic modelling
36
International review of financial analysis
34
IMF Working Papers
32
Journal of international financial markets, institutions & money
32
Discussion paper / Tinbergen Institute
28
Economics letters
28
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
The European journal of finance
23
The journal of credit risk : published quarterly by Incisive Media
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Computational economics
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International journal of forecasting
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Journal of econometrics
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Applied economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of theoretical and applied finance
17
Quantitative finance
16
Journal of forecasting
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Journal of financial stability
14
Journal of risk and financial management : JRFM
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Risks : open access journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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European journal of operational research : EJOR
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Short-term determinants of the idiosyncratic sovereign risk premium : a regime-dependent analysis for European credit default swaps
Calice, Giovanni
;
Mio, RongHui
;
Štěrba, Filip
; …
- In:
Journal of empirical finance
33
(
2015
),
pp. 174-189
Persistent link: https://www.econbiz.de/10011556866
Saved in:
2
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
3
Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.
;
Moreira, Fernando
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
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4
Euro at risk : the impact of member countries' credit risk on the stability of the common currency
Bekkour, Lamia
;
Jin, Xisong
;
Lehnert, Thorsten
; …
- In:
Journal of empirical finance
33
(
2015
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011556851
Saved in:
5
Bank fragility and contagion : evidence from the bank CDS market
Ballester, Laura
;
Casu, Barbara
;
González-Urteaga, Ana
- In:
Journal of empirical finance
38
(
2016
),
pp. 394-416
Persistent link: https://www.econbiz.de/10011664775
Saved in:
6
Dynamic risk management and asset comovement
Brøgger, Søren Bundgaard
- In:
Journal of empirical finance
67
(
2022
),
pp. 60-77
Persistent link: https://www.econbiz.de/10013464366
Saved in:
7
Religiosity and sovereign credit quality
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
;
Tu, Anthony H.
- In:
Journal of empirical finance
68
(
2022
),
pp. 84-103
Persistent link: https://www.econbiz.de/10013464440
Saved in:
8
Liquidation discount : a novel application of ARFIMA-GARCH
Singh, Ranjodh B.
;
Gould, John
;
Chan, Felix
;
Yang, Wenling
- In:
Journal of empirical finance
36
(
2016
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011662835
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9
Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.
;
Perron, Pierre
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 138-156
Persistent link: https://www.econbiz.de/10003943961
Saved in:
10
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
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