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Optimal portfolios with credit default swaps
Ambrosini, Giuseppe; Menoncin, Francesco - In: Journal of financial services research : JFSR 54 (2018) 1, pp. 81-109
Persistent link: https://www.econbiz.de/10012024972
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Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points
Chu, Chih-Kang; Hwang, Ruey-Ching - In: Journal of financial services research : JFSR 56 (2019) 1, pp. 95-117
Persistent link: https://www.econbiz.de/10012301329
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The economic consequences of Banks' derivatives use in good times and bad times
Cyree, Ken B.; Huang, Pinghsun; Lindley, James T. - In: Journal of financial services research : JFSR 41 (2012) 3, pp. 121-144
Persistent link: https://www.econbiz.de/10009631318
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The effects of industry specific and local economic factors on credit default swap spreads : evidence from REITs
Bai, Qing; Zhu, Lu - In: Journal of financial services research : JFSR 54 (2018) 3, pp. 293-321
Persistent link: https://www.econbiz.de/10012026526
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The impact of downward rating momentum
Güttler, André; Raupach, Peter - In: Journal of financial services research : JFSR 37 (2010) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003955519
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A tractable model to measure sector concentration risk in credit portfolios
Düllmann, Klaus; Masschelein, Nancy - In: Journal of financial services research : JFSR 32 (2007) 1/2, pp. 55-79
Persistent link: https://www.econbiz.de/10003576365
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Capital allocation for portfolio credit risk
Kupiec, Paul H. - In: Journal of financial services research : JFSR 32 (2007) 1/2, pp. 103-122
Persistent link: https://www.econbiz.de/10003576372
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Does diversification improve the performance of German banks? : evidence from individual bank loan portfolios /Evelyn Hayden; Daniel Porath; Natalja von Westernhagen
Hayden, Evelyn; Porath, Daniel; Westernhagen, Natalja von - In: Journal of financial services research : JFSR 32 (2007) 3, pp. 123-140
Persistent link: https://www.econbiz.de/10003576530
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An analysis of the systemic risks posed by Fannie Mae and Freddie Mac and an evaluation of the policy options for reducing those risks
Eisenbeis, Robert A.; Frame, W. Scott; Wall, Larry D. - In: Journal of financial services research : JFSR 31 (2007) 2/3, pp. 75-99
Persistent link: https://www.econbiz.de/10003533845
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On the county-level credit outcome beta
Desai, Chintal A.; Elliehausen, Gregory E.; Lawrence, … - In: Journal of financial services research : JFSR 45 (2014) 2, pp. 201-218
Persistent link: https://www.econbiz.de/10010401073