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~isPartOf:"Journal of empirical finance"
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Gouriéroux, Christian
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Journal of empirical finance
Journal of banking & finance
1,005
NBER working paper series
663
Finance research letters
653
Working paper / National Bureau of Economic Research, Inc.
558
NBER Working Paper
480
European journal of operational research : EJOR
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International review of financial analysis
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376
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302
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296
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290
The journal of finance : the journal of the American Finance Association
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267
International review of economics & finance : IREF
265
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261
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Discussion papers / CEPR
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Journal of financial and quantitative analysis : JFQA
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Finance and stochastics
214
Journal of international financial markets, institutions & money
210
Journal of risk and financial management : JRFM
210
Mathematical finance : an international journal of mathematics, statistics and financial theory
195
Working paper
194
Pacific-Basin finance journal
192
Applied economics letters
191
Journal of financial stability
189
Swiss Finance Institute Research Paper
186
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ECONIS (ZBW)
252
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1
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:
2
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
Saved in:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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
Saved in:
9
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
Saved in:
10
Bayesian inference for generalized linear mixed models of portfolio credit risk
McNeil, Alexander J.
;
Wendin, Jonathan P.
- In:
Journal of empirical finance
14
(
2007
)
2
,
pp. 131-149
Persistent link: https://www.econbiz.de/10003499623
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