//--> //--> //--> //-->
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"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
236
Kreditrisiko
236
Theorie
105
Theory
105
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
Risk premium
18
Swap
18
Corporate bond
17
Unternehmensanleihe
17
Yield curve
17
Zinsstruktur
17
Collateral
14
Kreditsicherung
14
Statistical distribution
14
Statistische Verteilung
14
more ...
less ...
Online availability
All
Undetermined
142
Type of publication
All
Article
244
Type of publication (narrower categories)
All
Article in journal
244
Aufsatz in Zeitschrift
244
Language
All
English
244
Author
All
Altman, Edward I.
4
Monfort, Alain
3
Westerfeld, Simone
3
Zhang, Yan
3
Zhao, Xinlei
3
Andersen, Leif B. G.
2
Bhat, Gauri
2
Bonsall, Samuel B., IV
2
Breeden, Joseph L.
2
Canals-Cerdá, José J.
2
Capponi, Agostino
2
Charlin, Ventura
2
Chava, Sudheer
2
Chehrazi, Naveed
2
Chen, Heng Z.
2
Chi, Guotai
2
Christoffersen, Peter F.
2
Cifuentes, Arturo
2
Danis, András
2
Elkamhi, Redouane
2
Farinelli, Simone
2
Fischer, Matthias
2
Frei, Christoph
2
Frye, Jon
2
Gamba, Andrea
2
Giesecke, Kay
2
Glennon, Dennis C.
2
Gouriéroux, Christian
2
Jacobs, Kris
2
Jakob, Kevin
2
Kiefer, Nicholas Maximilian
2
Larson, C. Erik
2
Löderbusch, Matthias
2
Lütkebohmert-Holtz, Eva
2
Maciag, Jakob
2
Morkoetter, Stefan
2
Poon, Ser-Huang
2
Pykhtin, Michael
2
Qi, Min
2
Renne, Jean-Paul
2
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
495
Finance research letters
183
Journal of financial stability
164
NBER working paper series
158
International journal of theoretical and applied finance
138
International review of financial analysis
134
The journal of fixed income
132
Journal of financial economics
129
Working paper / National Bureau of Economic Research, Inc.
125
NBER Working Paper
122
Working paper series / European Central Bank
122
Journal of risk management in financial institutions
119
Discussion papers / CEPR
115
International review of economics & finance : IREF
104
European journal of operational research : EJOR
101
Journal of international financial markets, institutions & money
97
Discussion paper / Centre for Economic Policy Research
94
Finance and economics discussion series
94
IMF working papers
89
The journal of risk model validation
89
Research paper series / Swiss Finance Institute
88
Risks : open access journal
87
Discussion paper
86
Economic modelling
84
Review of quantitative finance and accounting
80
Journal of financial services research : JFSR
79
The North American journal of economics and finance : a journal of financial economics studies
78
ECB Working Paper
77
The journal of corporate finance : contracting, governance and organization
77
The European journal of finance
74
Applied economics letters
73
SpringerLink / Bücher
73
Applied economics
72
Research in international business and finance
72
The journal of structured finance
72
Journal of financial intermediation
70
Journal of international money and finance
70
The journal of real estate finance and economics
70
more ...
less ...
Source
All
ECONIS (ZBW)
244
Showing
1
-
10
of
244
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Default ambiguity : credit default swaps create new systemic risks in financial networks
Schuldenzucker, Steffen
;
Seuken, Sven
;
Battiston, Stefano
- In:
Management science : journal of the Institute for …
66
(
2020
)
5
,
pp. 1981-1998
Persistent link: https://www.econbiz.de/10012234741
Saved in:
5
Do empty creditors matter? : evidence from distressed exchange offers
Danis, András
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1285-1301
Persistent link: https://www.econbiz.de/10011684704
Saved in:
6
A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
7
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:
8
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:
9
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:
10
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:
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...
//-->