//--> //--> //-->
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"
~subject:"EVT"
~subject:"Value-at-Risk"
~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
Credit Default Swaps as Hedgin...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
EVT
Value-at-Risk
credit risk
Risikomaß
28
Risk measure
28
Credit risk
19
Kreditrisiko
19
Credit derivative
18
Kreditderivat
18
Portfolio selection
17
Portfolio-Management
17
Theorie
17
Theory
17
Risiko
13
Risk
13
credit default swaps
10
Measurement
8
Messung
8
Risikomanagement
8
Risk management
8
Estimation
7
Robust statistics
7
Robustes Verfahren
7
Schätzung
7
Swap
7
Financial services
6
Finanzdienstleistung
6
Insolvency
6
Insolvenz
6
Operations Research
6
Operations research
6
Decision under uncertainty
5
Derivat
5
Derivative
5
Entscheidung unter Unsicherheit
5
Financial crisis
5
Finanzkrise
5
Statistical distribution
5
Statistische Verteilung
5
Systemic risk
5
Systemrisiko
5
systemic risk
5
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Agca, Senay
1
Babich, Volodymyr
1
Bartov, Eli
1
Bhat, Gauri
1
Birge, John R.
1
Callen, Jeffrey L.
1
Chun, So Yeon
1
Faurel, Lucile
1
Lejeune, Miguel A.
1
Mohanram, Partha
1
Segal, Dan
1
Wong, Tak-Yuen
1
Wu, Jing
1
Yang, Jian
1
Yu, Jin
1
Zhou, Yinggang
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
MPRA Paper
26
Insurance / Mathematics & economics
24
Discussion paper / Tinbergen Institute
20
Tinbergen Institute Discussion Paper
19
Tinbergen Institute Discussion Papers
19
Journal of Banking & Finance
13
Journal of banking & finance
13
Risks : open access journal
12
CORE Discussion Papers
11
Insurance: Mathematics and Economics
10
International Journal of Theoretical and Applied Finance (IJTAF)
10
Economic modelling
9
Journal of Risk and Financial Management
9
Post-Print / HAL
8
Working Papers / Business School, University of Sydney
8
Working Papers / HAL
8
CFS Working Paper Series
7
International journal of forecasting
7
Journal of empirical finance
7
Journal of risk and financial management : JRFM
7
Research in international business and finance
7
Risks
7
SFB 649 Discussion Paper
7
SFB 649 Discussion Papers
7
The North American journal of economics and finance : a journal of financial economics studies
7
European journal of operational research : EJOR
6
Finance research letters
6
Serie Research Memoranda
6
Finance
5
International review of economics & finance : IREF
5
International review of financial analysis
5
Journal of business economics and management
5
Journal of econometrics
5
Journal of mathematical finance
5
Sveriges Riksbank Working Paper Series
5
The European journal of finance
5
The journal of credit risk : published quarterly by Incisive Media
5
Working Paper Series / Sveriges Riksbank
5
Working Papers in Economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence
Yang, Jian
;
Zhou, Yinggang
- In:
Management science : journal of the Institute for …
59
(
2013
)
10
,
pp. 2343-2359
Persistent link: https://www.econbiz.de/10010202770
Saved in:
2
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
3
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:
4
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:
5
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli
;
Faurel, Lucile
;
Mohanram, Partha
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5638-5667
Persistent link: https://www.econbiz.de/10014392963
Saved in:
6
Credit shock propagation along supply chains : evidence from the CDS market
Agca, Senay
;
Babich, Volodymyr
;
Birge, John R.
;
Wu, Jing
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6506-6538
Persistent link: https://www.econbiz.de/10013373022
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->