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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
IMF Staff Country Reports
153
IMF Working Papers
91
NBER working paper series
76
Working paper / National Bureau of Economic Research, Inc.
72
NBER Working Paper
56
Discussion paper / Centre for Economic Policy Research
44
Journal of financial economics
41
The review of financial studies
40
ECB Working Paper
37
Discussion papers / CEPR
36
Journal of banking & finance
36
Journal of securities operations & custody
31
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
30
IMF working papers
29
Untersuchungen über das Spar-, Giro- und Kreditwesen / B
26
Journal of money, credit and banking : JMCB
24
The journal of financial market infrastructures
24
Working paper series / European Central Bank
24
MPRA Paper
20
The journal of finance : the journal of the American Finance Association
20
Finance and economics discussion series
19
Journal of economic theory
19
RIETI discussion paper series
19
Journal of economic dynamics & control
18
Review of economic dynamics
18
Working paper
17
Discussion paper
16
Journal of monetary economics
16
Research paper series / Swiss Finance Institute
16
Working Paper
16
Working papers / Bank for International Settlements
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
Die Bank
15
The journal of structured finance
15
CEPR Discussion Papers
14
CESifo working papers
14
CFS working paper series
14
Economic theory : official journal of the Society for the Advancement of Economic Theory
14
Journal of financial stability
14
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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
Saved in:
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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