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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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The journal of credit risk : published quarterly by Incisive Media
NBER working paper series
76
Working paper / National Bureau of Economic Research, Inc.
71
NBER Working Paper
56
Discussion paper / Centre for Economic Policy Research
44
The review of financial studies
40
Journal of financial economics
39
Journal of banking & finance
37
Untersuchungen über das Spar-, Giro- und Kreditwesen / B
37
Discussion papers / CEPR
31
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
30
IMF working papers
28
Journal of securities operations & custody
27
Betriebs-Berater : BB
26
Journal of money, credit and banking : JMCB
24
Die Bank
23
ECB Working Paper
22
The journal of finance : the journal of the American Finance Association
21
Working paper series / European Central Bank
21
Finance and economics discussion series
19
Journal of economic theory
19
RIETI discussion paper series
19
Review of economic dynamics
18
Journal of economic dynamics & control
17
Recht der internationalen Wirtschaft : RIW ; Betriebs-Berater international
16
Research paper series / Swiss Finance Institute
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
Discussion paper
15
Journal of monetary economics
15
The journal of structured finance
15
CFS working paper series
14
Journal of financial stability
14
Working paper
14
CESifo working papers
13
Economic theory : official journal of the Society for the Advancement of Economic Theory
13
Economics letters
13
International review of economics & finance : IREF
13
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
13
FEDS Working Paper
12
International journal of theoretical and applied finance
12
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ECONIS (ZBW)
14
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1
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
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2
Modeling credit exposure for collateralized counterparties
Pykhtin, Michael
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
4
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003927491
Saved in:
3
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:
4
Credit default swap trees
Mahfoudhi, Ridha
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
3
,
pp. 3-37
Persistent link: https://www.econbiz.de/10009375166
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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
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:
8
Collateral and credit issues in derivatives pricing
Hull, John
;
White, Alan
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 3-28
Persistent link: https://www.econbiz.de/10010426470
Saved in:
9
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:
10
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
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