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Journal of empirical finance
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517
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ECONIS (ZBW)
217
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1
The credit rating process and estimation of transition probabilities : a Bayesian approach
Stefanescu, Catalina
;
Tunaru, Radu
;
Turnbull, Stuart M.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 216-234
Persistent link: https://www.econbiz.de/10003839312
Saved in:
2
Structural models of corporate bond pricing with maximum likelihood estimation
Li, Ka Leung
;
Wong, Hoi Ying
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 751-777
Persistent link: https://www.econbiz.de/10003759769
Saved in:
3
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:
4
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:
5
Rating mutual funds : construction and information content of an investor-cost based rating of Danish mutual funds
Bechmann, Ken L.
;
Rangvid, Jesper
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 662-693
Persistent link: https://www.econbiz.de/10003609973
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6
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
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7
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
8
Modelling the distribution of credit losses with observable and latent factors
Jiménez, Gabriel
;
Mencía, Javier
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 235-253
Persistent link: https://www.econbiz.de/10003839314
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9
A semiparametric model for the systematic factors of portfolio credit risk premia
Giammarino, Flavia
;
Barrieu, Pauline
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 655-670
Persistent link: https://www.econbiz.de/10003900342
Saved in:
10
A simulation estimator for testing the time homogeneity of credit rating transitions
Kiefer, Nicholas Maximilian
;
Larson, C. Erik
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 818-835
Persistent link: https://www.econbiz.de/10003610022
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