//--> //--> //--> //-->
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:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~source:"econis"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Kreditrisiko"
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
CAPM
Derivat
Kreditrisiko
Portfolio selection
234
Portfolio-Management
234
Theorie
148
Theory
148
Credit risk
70
Hedging
53
USA
45
Capital income
44
Kapitaleinkommen
44
United States
42
Volatility
35
Volatilität
35
Estimation
33
Schätzung
33
Anlageverhalten
32
Behavioural finance
32
Credit derivative
30
Kreditderivat
30
Swap
29
Derivative
28
Option pricing theory
27
Optionspreistheorie
27
Forecasting model
23
Prognoseverfahren
23
Risiko
23
Risikoprämie
23
Risk
23
Risk premium
23
Börsenkurs
20
Share price
20
Financial crisis
17
Finanzkrise
17
Stochastic process
17
Stochastischer Prozess
17
Mathematical programming
16
Mathematische Optimierung
16
Risikomanagement
16
more ...
less ...
Online availability
All
Free
45
Undetermined
27
Type of publication
All
Book / Working Paper
55
Article
54
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Arbeitspapier
51
Graue Literatur
51
Non-commercial literature
51
Working Paper
51
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
109
Author
All
Ongena, Steven
11
Barone-Adesi, Giovanni
3
Hens, Thorsten
3
Jondeau, Eric
3
Kelly, Bryan T.
3
Malamud, Semyon
3
Park, Yuen Jung
3
Pedersen, Lasse Heje
3
Byström, Hans N. E.
2
Chang, Jui-jane
2
Degryse, Hans
2
Efing, Matthias
2
Evstigneev, Igor V.
2
Giannopoulos, Kostas
2
Hau, Harald
2
Junge, Benjamin
2
Kim, Tong Suk
2
Li, Dan
2
Liao, Szu-Lang
2
Lioui, Abraham
2
Mancini, Loriano
2
Nyborg, Kjell G.
2
Poncet, Patrice
2
Schürhoff, Norman
2
Sornette, Didier
2
Trolle, Anders B.
2
Vosper, Les
2
Wang, Xingchun
2
Agarwalla, Sobhesh Kumar
1
Andrieş, Alin Marius
1
Ardila, Diego
1
Arvanitis, Stelios
1
Aït-Sahalia, Yacine
1
Baaquie, Belal E.
1
Bacchetta, Philippe
1
Bae, Taehan
1
Baule, Rainer
1
Becke, Susanne von der
1
Belkov, Sergei
1
Benkert, Christoph
1
more ...
less ...
Published in...
All
Swiss Finance Institute Research Paper
The journal of futures markets
Journal of banking & finance
552
Finance research letters
236
NBER working paper series
200
Journal of financial economics
180
International review of financial analysis
166
Journal of financial stability
165
The journal of credit risk : published quarterly by Incisive Media
165
Working paper / National Bureau of Economic Research, Inc.
156
International journal of theoretical and applied finance
151
NBER Working Paper
147
International review of economics & finance : IREF
137
The journal of fixed income
129
Discussion papers / CEPR
126
European journal of operational research : EJOR
124
Working paper series / European Central Bank
119
Journal of risk management in financial institutions
118
Management science : journal of the Institute for Operations Research and the Management Sciences
112
Economic modelling
111
Journal of empirical finance
108
Journal of international financial markets, institutions & money
107
Research paper series / Swiss Finance Institute
105
Finance and economics discussion series
99
Journal of economic dynamics & control
99
Risks : open access journal
99
The European journal of finance
99
Discussion paper / Centre for Economic Policy Research
98
Applied economics
96
The North American journal of economics and finance : a journal of financial economics studies
94
Discussion paper
93
Review of quantitative finance and accounting
92
The review of financial studies
89
The journal of risk model validation
88
IMF working papers
85
Research in international business and finance
85
The journal of finance : the journal of the American Finance Association
84
Applied economics letters
82
SpringerLink / Bücher
80
Journal of risk and financial management : JRFM
79
Pacific-Basin finance journal
77
The journal of corporate finance : contracting, governance and organization
77
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
109
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
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:
3
Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
9
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:
10
Valuing retail credit tranches with structural, double mixture models
Bae, Taehan
;
Iscoe, Ian
;
Kim, Changki
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 849-867
Persistent link: https://www.econbiz.de/10011392664
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...
//-->