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A Simple Credit Risk Model wit...
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Portfolio selection
134
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Alagidede, Imhotep Paul
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Shen, Dehua
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Alomari, Mohammad
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Chaiyuth Padungsaksawasdi
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Research in international business and finance
Journal of banking & finance
1,018
NBER working paper series
695
Finance research letters
617
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587
European journal of operational research : EJOR
579
Insurance / Mathematics & economics
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International review of financial analysis
411
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387
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350
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227
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223
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Journal of risk and financial management : JRFM
221
Journal of international financial markets, institutions & money
211
Applied economics letters
210
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210
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196
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ECONIS (ZBW)
212
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1
The forecasting efficiency of the dynamic Nelson Siegel model on credit default swaps
Shaw, Frances
;
Murphy, Finbarr
;
O'Brien, Fergal
- In:
Research in international business and finance
30
(
2014
),
pp. 348-368
Persistent link: https://www.econbiz.de/10010391732
Saved in:
2
Is Thailand's credit default
swap
market linked to bond and stock markets? : evidence from the term structure of credit spreads
Boonlert Jitmaneeroj
- In:
Research in international business and finance
46
(
2018
),
pp. 324-341
Persistent link: https://www.econbiz.de/10011983668
Saved in:
3
Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula
Harb, Etienne
;
Louhichi, Wael
- In:
Research in international business and finance
39
(
2017
),
pp. 963-975
Persistent link: https://www.econbiz.de/10011912420
Saved in:
4
Sovereign and bank interdependencies : evidence from the CDS market
Yu, Sherry
- In:
Research in international business and finance
39
(
2017
),
pp. 68-84
Persistent link: https://www.econbiz.de/10011876438
Saved in:
5
A subjective assessment of approximate probalities with a portfolio application
Smimou, Kamal
;
Bector, Chhajju R.
;
Jacoby, G.
- In:
Research in international business and finance
21
(
2007
)
2
,
pp. 134-160
Persistent link: https://www.econbiz.de/10003478835
Saved in:
6
Do asset backed securities ratings matter on average?
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Sirimon …
- In:
Research in international business and finance
33
(
2015
),
pp. 32-43
Persistent link: https://www.econbiz.de/10011325893
Saved in:
7
Credit risk determinants : evidence from a cross-country study
Chaibi, Hasna
;
Ftiti, Zied
- In:
Research in international business and finance
33
(
2015
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011325896
Saved in:
8
Accounting data and the credit spread : an empirical investigation
Demirovic, Amer
;
Tucker, Jon
;
Guermat, Cherif
- In:
Research in international business and finance
34
(
2015
),
pp. 233-250
Persistent link: https://www.econbiz.de/10011326310
Saved in:
9
How do bond investors perceive dividend payouts?
Mathur, Iqbal
;
Singh, Manohar
;
Nejadmalayeri, Ali
; …
- In:
Research in international business and finance
27
(
2013
),
pp. 92-105
Persistent link: https://www.econbiz.de/10009708100
Saved in:
10
Does good governance matter to debtholders? : evidence from the credit ratings of Japanese firms
Aman, Hiroyuki
;
Nguyen, Pascal
- In:
Research in international business and finance
29
(
2013
),
pp. 14-34
Persistent link: https://www.econbiz.de/10009759918
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