//--> //--> //--> //-->
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:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Risk premium"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Credit risk
237
Kreditrisiko
237
Theorie
106
Theory
106
Insolvency
60
Insolvenz
60
Credit rating
48
Kreditwürdigkeit
48
Portfolio selection
44
Portfolio-Management
44
credit risk
40
Credit derivative
38
Kreditderivat
38
Bank lending
32
Kreditgeschäft
32
Basel Accord
28
Basler Akkord
28
Financial services
27
Finanzdienstleistung
27
Forecasting model
27
Prognoseverfahren
27
Risikomanagement
27
Risk management
27
Derivat
25
Derivative
25
Risikomaß
24
Risk measure
24
Financial crisis
18
Finanzkrise
18
Risikoprämie
18
Swap
18
Corporate bond
17
Unternehmensanleihe
17
Yield curve
17
Zinsstruktur
17
Collateral
14
Hypothek
14
Kreditsicherung
14
Mortgage
14
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Aramonte, Sirio
1
Aretz, Kevin
1
Benzoni, Luca
1
Benzschawei, Terry
1
Berg, Tobias
1
Christoffersen, Peter F.
1
Chun, Albert Lee
1
Cohen, Albert
1
Costanzino, Nick
1
Du, Du
1
Duarte, Diogo
1
Elkamhi, Redouane
1
Florackis, Chris
1
Fu, Liang
1
Garlappi, Lorenzo
1
Goldstein, Robert S.
1
Gruber, Peter H.
1
Haerri, Matthias
1
Han, Song
1
Harju, Antti J.
1
Jahan-Parvar, Mohammad R.
1
Jobst, Rainer
1
Kostakis, Alexandros
1
Magri, Silvia
1
Monfort, Alain
1
Morkoetter, Stefan
1
Murphy, Austin
1
Namvar, Ethan
1
Pegoraro, Fulvio
1
Prieto, Rodolfo
1
Renne, Jean-Paul
1
Rindisbacher, Marcel
1
Rosen, Samuel
1
Roussellet, Guillaume
1
Saporito, Yuri F.
1
Schindler, John W.
1
Tebaldi, Claudio
1
Trojani, Fabio
1
Vasquez, Aurelio
1
Westerfeld, Simone
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
43
Journal of financial economics
25
Journal of international financial markets, institutions & money
20
Finance research letters
18
International review of economics & finance : IREF
18
International review of financial analysis
18
NBER working paper series
16
Journal of financial stability
15
Journal of international money and finance
15
NBER Working Paper
15
Discussion papers / CEPR
14
Journal of empirical finance
14
Research in international business and finance
14
The journal of fixed income
14
Research paper series / Swiss Finance Institute
13
Review of quantitative finance and accounting
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper
13
Finance and economics discussion series
12
Working paper / National Bureau of Economic Research, Inc.
11
The review of financial studies
10
Working papers / Bank for International Settlements
10
Economic modelling
9
Journal of risk and financial management : JRFM
9
Review of finance : journal of the European Finance Association
9
The European journal of finance
9
Working paper series / European Central Bank
9
Applied economics
8
Discussion paper
8
ECB Working Paper
8
International journal of theoretical and applied finance
8
Journal of financial and quantitative analysis : JFQA
8
Swiss Finance Institute Research Paper
8
Pacific-Basin finance journal
7
Temi di discussione / Banca d'Italia
7
The journal of finance : the journal of the American Finance Association
7
Discussion paper / Deutsche Bundesbank
6
Economics letters
6
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The price of the smile and variance risk premia
Gruber, Peter H.
;
Tebaldi, Claudio
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
Saved in:
3
From actual to risk-neutral default probabilities : Merton and beyond
Berg, Tobias
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
1
,
pp. 55-86
Persistent link: https://www.econbiz.de/10003965724
Saved in:
4
Credit default
swap
spreads, fair-value spreads and interest rate dynamics
Yeh, Andy Jia-yuh
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 53-129
Persistent link: https://www.econbiz.de/10009700464
Saved in:
5
Informed bond trading, corporate yield spreads, and corporate default prediction
Han, Song
;
Zhou, Xing
- In:
Management science : journal of the Institute for …
60
(
2014
)
3
,
pp. 675-694
Persistent link: https://www.econbiz.de/10010347894
Saved in:
6
Systematic risk and yield premiums in the bond market
Fu, Liang
;
Murphy, Austin
;
Benzschawei, Terry
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011298058
Saved in:
7
Vanishing contagion spreads
Duarte, Diogo
;
Prieto, Rodolfo
;
Rindisbacher, Marcel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 740-772
Persistent link: https://www.econbiz.de/10012821251
Saved in:
8
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
9
Rare disasters, credit, and
option
market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
10
Modeling municipal yields with (and without) bond insurance
Chun, Albert Lee
;
Namvar, Ethan
;
Ye, Xiaoxia
;
Yu, Fan
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3694-3713
Persistent link: https://www.econbiz.de/10012062753
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->