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Journal of financial and quantitative analysis : JFQA
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1,551
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1,503
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ECONIS (ZBW)
891
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1
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
2
Short-term debt and bank risk
Du, Brian
;
Palia, Darius
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 815-835
Persistent link: https://www.econbiz.de/10011929527
Saved in:
3
Bank lending and the European sovereign debt crisis
De Marco, Filippo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 155-182
Persistent link: https://www.econbiz.de/10012128898
Saved in:
4
Leverage expectations and bond credit spreads
Flannery, Mark J.
;
Nikolova, Stanislava Stas
;
Öztekin, …
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 689-714
Persistent link: https://www.econbiz.de/10009672483
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5
The term structure of expected recovery rates
Doshi, Hitesh
;
Elkamhi, Redouane
;
Ornthanalai, Chayawat
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2619-2661
Persistent link: https://www.econbiz.de/10012128871
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6
Investment commonality across insurance companies : fire sale risk and corporate yield spreads
Nanda, Vikram
;
Wu, Wei
;
Zhou, Xing
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2543-2574
Persistent link: https://www.econbiz.de/10012165923
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7
Level-dependent annuities : defaults of multiple degrees
Mjøs, Aksel
;
Persson, Svein-Arne
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1311-1339
Persistent link: https://www.econbiz.de/10008907331
Saved in:
8
Validation of default probabilities
Blöchlinger, Andreas
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
5
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10009709600
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9
Corporate hedging and speculative incentives : implications for swap market default risk
Mozumdar, Abon
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
2
,
pp. 221-250
Persistent link: https://www.econbiz.de/10001626024
Saved in:
10
Credit default swaps and firm value
Narayanan, Rajesh
;
Uzmanoglu, Cihan
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1227-1259
Persistent link: https://www.econbiz.de/10011930411
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