//--> //--> //--> //-->
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 empirical finance"
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
Interest risk and default risk...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
265
Volatilität
264
Capital income
116
Kapitaleinkommen
116
Theorie
103
Theory
103
ARCH model
94
ARCH-Modell
94
Börsenkurs
92
Share price
92
Estimation
90
Schätzung
90
Forecasting model
63
Prognoseverfahren
63
Credit risk
55
Kreditrisiko
55
Aktienmarkt
48
Stock market
48
Time series analysis
48
Zeitreihenanalyse
48
USA
45
United States
45
Risikoprämie
43
Risk premium
43
Portfolio selection
36
Portfolio-Management
36
Stochastic process
31
Stochastischer Prozess
31
Welt
31
World
31
CAPM
30
Risk
29
Risiko
28
Correlation
25
Korrelation
25
Yield curve
25
Zinsstruktur
25
Estimation theory
22
Option pricing theory
22
Optionspreistheorie
22
more ...
less ...
Online availability
All
Undetermined
172
Type of publication
All
Article
341
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
341
Aufsatz in Zeitschrift
341
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
342
Author
All
Christiansen, Charlotte
4
Frijns, Bart
4
Karanasos, Menelaos
3
Lehnert, Thorsten
3
Wang, Yudong
3
Wu, Chongfeng
3
Baillie, Richard
2
Bali, Turan G.
2
Bams, Dennis
2
Beltratti, Andrea
2
Bollerslev, Tim
2
Cai, Jun
2
Caporin, Massimiliano
2
Chen, Yu-Lun
2
Conrad, Christian
2
Dijk, Dick van
2
Dionne, Georges
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Ho, Kin-Yip
2
Hsieh, Wen-Liang G.
2
Huang, Ho-chuan
2
Indriawan, Ivan
2
Jiang, George J.
2
Kiefer, Nicholas Maximilian
2
Kim, Chang-jin
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Koop, Gary
2
Koopman, Siem Jan
2
Kristensen, Dennis
2
Kryzanowski, Lawrence
2
Kwok, Simon Sai Man
2
Laurent, Sébastien
2
Liao, Yin
2
Lucas, André
2
Martens, Martin
2
Mazouz, Khelifa
2
Miu, Peter
2
Molnár, Peter
2
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of empirical finance
Información comercial española : ICE : revista de economía
1,377
Journal of banking & finance
1,021
NBER working paper series
934
Finance research letters
930
Papeles de economía española
889
Working paper / National Bureau of Economic Research, Inc.
845
NBER Working Paper
752
Applied economics
750
Energy economics
740
International review of financial analysis
608
IMF Working Papers
580
Discussion paper / Centre for Economic Policy Research
561
International review of economics & finance : IREF
528
Economic modelling
509
Boletín de estudios económicos
489
Applied economics letters
449
Working paper
447
Journal of financial economics
428
Research in international business and finance
419
Revista de estudios agro-sociales
413
The North American journal of economics and finance : a journal of financial economics studies
408
The journal of futures markets
406
Economics letters
402
IMF Staff Country Reports
385
Economía industrial
380
Applied financial economics
370
Journal of international financial markets, institutions & money
365
IMF working papers
360
International journal of theoretical and applied finance
360
Investigaciones económicas
359
Moneda y crédito : revista de economía
355
Journal of econometrics
353
Hacienda pública española : review of public economics
337
Journal of international money and finance
333
MPRA Paper
319
Journal of risk and financial management : JRFM
314
Discussion paper / Tinbergen Institute
308
CESifo working papers
306
Discussion paper series / IZA
292
more ...
less ...
Source
All
ECONIS (ZBW)
342
Showing
1
-
10
of
342
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Default prediction models : the role of forward-looking measures of returns and
volatility
Miao, Hong
;
Ramchander, Sanjay
;
Ryan, Patricia
;
Wang, …
- In:
Journal of empirical finance
46
(
2018
),
pp. 146-162
Persistent link: https://www.econbiz.de/10012103422
Saved in:
2
Business cycle and credit risk modeling with jump risks
Jang, Bong-Gyu
;
Rhee, Yuna
;
Yoon, Ji Hee
- In:
Journal of empirical finance
39
(
2016
),
pp. 15-36
Persistent link: https://www.econbiz.de/10011663259
Saved in:
3
Bond
vs stock market's Q : testing for stability across frequencies and over time
Gallegati, Marco
;
Ramsey, James B.
- In:
Journal of empirical finance
24
(
2013
),
pp. 138-150
Persistent link: https://www.econbiz.de/10010371984
Saved in:
4
Instantaneous
volatility
of the yield curve, variance risk premium and
bond
return predictability
Yin, Ximing
;
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
5
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Saved in:
6
Understanding liquidity and credit risks in the financial crisis
Gefang, Deborah
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 903-914
Persistent link: https://www.econbiz.de/10009492525
Saved in:
7
Explaining the default risk anomaly by the two-beta model
Yeh, Chung-Ying
;
Hsu, Junming
;
Wang, Kai-Li
;
Lin, Che-Hui
- In:
Journal of empirical finance
30
(
2015
),
pp. 16-33
Persistent link: https://www.econbiz.de/10011489209
Saved in:
8
Is there any dependence between consumer credit line utilization and default probability on a term loan? : evidence from bank-customer data
Bergerès, Anne-Sophie
;
D'Astous, Philippe
;
Dionne, Georges
- In:
Journal of empirical finance
33
(
2015
),
pp. 276-286
Persistent link: https://www.econbiz.de/10011556889
Saved in:
9
On the determinants of the implied default barrier
Dionne, Georges
;
Laajimi, Sadok
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 395-408
Persistent link: https://www.econbiz.de/10009615674
Saved in:
10
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10003800184
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...
//-->