//--> //--> //--> //-->
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:"Research paper series / Swiss Finance Institute"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~subject:"Credit risk"
~subject:"Risikoprämie"
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
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Risikoprämie
Portfolio selection
450
Portfolio-Management
450
Theorie
270
Theory
270
Kreditrisiko
174
Capital income
77
Kapitaleinkommen
77
USA
76
United States
73
Estimation
67
Schätzung
67
Hedging
66
Risiko
59
Risk
59
Volatility
57
Volatilität
57
Anlageverhalten
53
Behavioural finance
53
Risk premium
53
CAPM
50
Financial crisis
47
Finanzkrise
47
Credit derivative
45
Kreditderivat
45
Welt
45
World
45
Bank lending
42
Kreditgeschäft
42
Risikomanagement
42
Risk management
42
Swap
40
Option pricing theory
39
Optionspreistheorie
39
Derivat
36
Derivative
36
Risikomaß
36
Risk measure
36
Yield curve
36
more ...
less ...
Online availability
All
Free
147
Undetermined
35
Type of publication
All
Book / Working Paper
165
Article
38
Type of publication (narrower categories)
All
Arbeitspapier
162
Working Paper
162
Graue Literatur
154
Non-commercial literature
154
Article in journal
39
Aufsatz in Zeitschrift
39
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
203
Author
All
Ongena, Steven
24
Filipović, Damir
5
Farkas, Walter
4
Koch Medina, Pablo
4
Schürhoff, Norman
4
Barone-Adesi, Giovanni
3
Basten, Christoph
3
Duffie, Darrell
3
Efing, Matthias
3
Jondeau, Eric
3
McAleer, Michael
3
Mele, Antonio
3
Nyborg, Kjell G.
3
Park, Yuen Jung
3
Sanchez, Juan M.
3
Trolle, Anders B.
3
Ackerer, Damien
2
Andrieş, Alin Marius
2
Arellano, Cristina
2
Arnold, Marc
2
Bai, Yan
2
Byström, Hans N. E.
2
Chaieb, Ines
2
Comincioli, Nicola
2
Degryse, Hans
2
Ehlers, Philippe
2
Errunza, Vihang R.
2
Ferreira Filipe, Sara
2
Galizia, Federico
2
Grammatikos, Theoharry
2
Gómez González, José Eduardo
2
Gündüz, Yalın
2
Hau, Harald
2
Hens, Thorsten
2
Junge, Benjamin
2
Kim, Tong Suk
2
Kraemer-Eis, Helmut
2
Leippold, Markus
2
Leukhina, Oksana
2
Li, Dan
2
more ...
less ...
Published in...
All
Research paper series / Swiss Finance Institute
Swiss Finance Institute Research Paper
The journal of futures markets
Working paper
Journal of banking & finance
505
Finance research letters
202
The journal of credit risk : published quarterly by Incisive Media
165
Journal of financial stability
164
NBER working paper series
148
Journal of financial economics
146
International review of financial analysis
138
The journal of fixed income
124
Working paper / National Bureau of Economic Research, Inc.
123
Discussion papers / CEPR
121
Journal of risk management in financial institutions
120
NBER Working Paper
119
Working paper series / European Central Bank
116
International review of economics & finance : IREF
115
International journal of theoretical and applied finance
114
Discussion paper / Centre for Economic Policy Research
98
Journal of international financial markets, institutions & money
97
European journal of operational research : EJOR
93
Finance and economics discussion series
92
The journal of risk model validation
89
Discussion paper
85
Economic modelling
85
IMF working papers
85
Review of quantitative finance and accounting
84
Risks : open access journal
84
Research in international business and finance
83
Management science : journal of the Institute for Operations Research and the Management Sciences
79
The European journal of finance
77
The North American journal of economics and finance : a journal of financial economics studies
77
The journal of corporate finance : contracting, governance and organization
74
Applied economics
73
Journal of financial services research : JFSR
73
Applied economics letters
72
Journal of empirical finance
70
Pacific-Basin finance journal
70
Journal of financial intermediation
69
The journal of structured finance
69
Working papers / Federal Reserve Bank of Philadelphia, Research Department
69
more ...
less ...
Source
All
ECONIS (ZBW)
203
Showing
1
-
10
of
203
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The credit risk components of a
swap
portfolio
Hübner, Georges
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
Saved in:
2
Credit volatility indexes
Mele, Antonio
;
Obayashi, Yoshiki
-
2020
-
This version: October 19, 2020
Persistent link: https://www.econbiz.de/10012419450
Saved in:
3
Credit risk management in Greater China
Byström, Hans N. E.
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 582-597
Persistent link: https://www.econbiz.de/10003715013
Saved in:
4
Are banks different? : evidence form the CDS market
Raunig, Burkhard
;
Scheicher, Martin
-
2009
Persistent link: https://www.econbiz.de/10003810904
Saved in:
5
Back to the future : futures margins in a future credit default
swap
index futures market
Byström, Hans N. E.
- In:
The journal of futures markets
27
(
2007
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10003493001
Saved in:
6
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:
7
Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
Saved in:
8
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
Saved in:
9
The man in the middle-liquidity provision under central clearing in the credit default
swap
market : a regression discontinuity approach
Schönemann, Gregor
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
Saved in:
10
Corporate credit default
swap
systematic factors
Chan, Ka Kei
;
Lin, Ming-Tsung
;
Lu, Qinye
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1224-1256
Persistent link: https://www.econbiz.de/10014553983
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...
//-->