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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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Altman, Edward I.
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The journal of credit risk : published quarterly by Incisive Media
NBER working paper series
931
Working paper / National Bureau of Economic Research, Inc.
878
NBER Working Paper
765
Journal of banking & finance
607
Journal of economic theory
583
Discussion paper / Centre for Economic Policy Research
545
Economic theory : official journal of the Society for the Advancement of Economic Theory
502
Working paper
487
Journal of mathematical economics
471
CESifo working papers
426
Economic modelling
362
IMF Working Papers
335
IMF Staff Country Reports
329
Economics letters
324
Journal of economic dynamics & control
302
Discussion papers / CEPR
275
IMF working papers
264
Finance research letters
259
Discussion paper
254
Discussion paper / Tinbergen Institute
253
Journal of financial economics
250
MPRA Paper
234
Energy economics
224
CESifo Working Paper
220
Discussion paper series / IZA
220
Journal of financial stability
207
Working Paper
207
Games and economic behavior
204
The review of financial studies
201
Journal of monetary economics
192
Journal of policy modeling : JPMOD ; a social science forum of world issues
190
ECB Working Paper
185
Working paper series / European Central Bank
183
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
182
Discussion paper / Center for Economic Research, Tilburg University
181
Applied economics
178
Journal of economic behavior & organization : JEBO
178
European journal of operational research : EJOR
173
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ECONIS (ZBW)
176
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1
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
Saved in:
2
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
Saved in:
3
Modeling multiperiod corporate default probability when hazard ratios decay
Huang, Jinggang
;
Friedman, Craig
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10003853262
Saved in:
4
Treatment of double default effects within the granularity adjustment for Basel II
Ebert, Sebastian
;
Lütkebohmert-Holtz, Eva
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10009010639
Saved in:
5
Optimal structuring of collateralized debt obligation contracts : an optimization approach
Veremyer, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 133-155
Persistent link: https://www.econbiz.de/10009700459
Saved in:
6
Markov chain Monte Carlo estimation of default and recovery : dependent vial the latent systematic factor
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
3
,
pp. 40-76
Persistent link: https://www.econbiz.de/10010239244
Saved in:
7
CDO rating methodology : some thoughts on model risk and its implications
Fender, Ingo
;
Kiff, John
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. 37-58
Persistent link: https://www.econbiz.de/10003198815
Saved in:
8
CDO pricing with factor models : survey and comments
Andersen, Leif B. G.
;
Sidenius, Jakob
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. [71]-88
Persistent link: https://www.econbiz.de/10003198839
Saved in:
9
Analytical solutions for the expected loss of a collateralized loan : a square root intensity process negatively correlated with
collateral
value
Yamashita, Satoshi
;
Yoshiba, Toshinao
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 27-44
Persistent link: https://www.econbiz.de/10009781088
Saved in:
10
Development and validation of credit scoring models
Glennon, Dennis C.
;
Kiefer, Nicholas Maximilian
; …
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
3
,
pp. 41-101
Persistent link: https://www.econbiz.de/10003782250
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