//--> //--> //--> //-->
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:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Credit risk"
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
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Kreditrisiko
313
Theorie
129
Theory
129
Insolvency
65
Insolvenz
65
Credit rating
56
Kreditwürdigkeit
56
Portfolio selection
56
Portfolio-Management
56
Credit derivative
55
Kreditderivat
55
Bank lending
53
Kreditgeschäft
53
credit risk
44
Basel Accord
39
Basler Akkord
39
Financial crisis
36
Finanzkrise
36
Risikomanagement
35
Risk management
35
Derivat
32
Derivative
32
Risikoprämie
31
Risk premium
31
Swap
31
Risikomaß
30
Risk measure
30
Yield curve
30
Zinsstruktur
30
Financial services
28
Finanzdienstleistung
28
Forecasting model
28
Prognoseverfahren
28
Credit
26
Kredit
26
Estimation
23
Schätzung
23
Collateral
22
Corporate bond
22
more ...
less ...
Online availability
All
Undetermined
152
Free
64
Type of publication
All
Article
237
Book / Working Paper
76
Type of publication (narrower categories)
All
Article in journal
237
Aufsatz in Zeitschrift
237
Arbeitspapier
76
Graue Literatur
76
Non-commercial literature
76
Working Paper
76
Language
All
English
313
Author
All
Ongena, Steven
21
Altman, Edward I.
4
Farkas, Walter
4
Koch Medina, Pablo
4
Monfort, Alain
4
Schürhoff, Norman
4
Barone-Adesi, Giovanni
3
Basten, Christoph
3
Filipović, Damir
3
Gouriéroux, Christian
3
Jondeau, Eric
3
Leippold, Markus
3
Nyborg, Kjell G.
3
Westerfeld, Simone
3
Zhang, Yan
3
Zhao, Xinlei
3
Ackerer, Damien
2
Andersen, Leif B. G.
2
Andrieş, Alin Marius
2
Arnold, Marc
2
Bhat, Gauri
2
Bonsall, Samuel B., IV
2
Breeden, Joseph L.
2
Canals-Cerdá, José J.
2
Cao, Jie
2
Capponi, Agostino
2
Charlin, Ventura
2
Chava, Sudheer
2
Chehrazi, Naveed
2
Chen, Heng Z.
2
Chi, Guotai
2
Cifuentes, Arturo
2
Danis, András
2
Degryse, Hans
2
Efing, Matthias
2
Ehlers, Philippe
2
Elkamhi, Redouane
2
Farinelli, Simone
2
Fischer, Matthias
2
Frei, Christoph
2
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Research paper series / Swiss Finance Institute
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
474
Finance research letters
195
Journal of financial stability
163
NBER working paper series
131
The journal of fixed income
122
International review of financial analysis
119
Journal of risk management in financial institutions
119
Journal of financial economics
116
Working paper series / European Central Bank
113
Discussion papers / CEPR
108
International journal of theoretical and applied finance
108
NBER Working Paper
103
Working paper / National Bureau of Economic Research, Inc.
100
Finance and economics discussion series
95
International review of economics & finance : IREF
94
IMF working papers
93
European journal of operational research : EJOR
91
Journal of international financial markets, institutions & money
91
The journal of risk model validation
88
Discussion paper / Centre for Economic Policy Research
86
Research in international business and finance
86
Risks : open access journal
83
Discussion paper
82
Economic modelling
80
Review of quantitative finance and accounting
77
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
The European journal of finance
70
Journal of financial intermediation
69
The journal of structured finance
69
Working papers / Federal Reserve Bank of Philadelphia, Research Department
68
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of real estate finance and economics
66
Applied economics
65
Applied economics letters
65
Discussion paper / Tinbergen Institute
63
Journal of international money and finance
62
more ...
less ...
Source
All
ECONIS (ZBW)
313
Showing
1
-
10
of
313
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time series models for credit default
swap
premiums
Eifert, Márton
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 21-44
Persistent link: https://www.econbiz.de/10011380101
Saved in:
2
Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias
;
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
Saved in:
3
Countercyclical foreign currency borrowing : Eurozone firms in 2007-2009
Bacchetta, Philippe
;
Merrouche, Ouarda
-
2015
disruptions in the FX
swap
market caused a rise in dollar borrowing from US banks, especially for firms in export-oriented sectors …
Persistent link: https://www.econbiz.de/10011507853
Saved in:
4
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
5
Modeling credit spreads with the Cheyette model and its application to credit default swaptions
Natcheva-Acar, Kalina
;
Acar, Sarp Kaya
;
Krekel, Martin
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 47-71
Persistent link: https://www.econbiz.de/10009518037
Saved in:
6
Recovery swaps
Berd, Arthur M.
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. [61]-70
Persistent link: https://www.econbiz.de/10003198826
Saved in:
7
Credit default swaps and debt overhang
Wong, Tak-Yuen
;
Yu, Jin
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2069-2097
Persistent link: https://www.econbiz.de/10013262912
Saved in:
8
Credit volatility indexes
Mele, Antonio
;
Obayashi, Yoshiki
-
2020
-
This version: October 19, 2020
Persistent link: https://www.econbiz.de/10012419450
Saved in:
9
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3603-3616
Persistent link: https://www.econbiz.de/10012289183
Saved in:
10
Testing the transparency implications of mandatory IFRS adoption : the spread/maturity relation of credit default swaps
Bhat, Gauri
;
Callen, Jeffrey L.
;
Segal, Dan
- In:
Management science : journal of the Institute for …
62
(
2016
)
12
,
pp. 3472-3493
Persistent link: https://www.econbiz.de/10011626364
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...
//-->