//--> //--> //--> //-->
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:"The journal of finance : the journal of the American Finance Association"
~subject:"Theory"
~subject:"USA"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theory
USA
Portfolio selection
234
Portfolio-Management
234
United States
121
Theorie
115
Credit risk
47
Kreditrisiko
47
Capital income
37
Kapitaleinkommen
37
CAPM
32
Börsenkurs
30
Share price
30
Anlageverhalten
28
Behavioural finance
28
Estimation
27
Schätzung
27
Investment Fund
23
Investmentfonds
23
Yield curve
14
Zinsstruktur
14
Institutional investor
13
Institutioneller Investor
13
Risiko
13
Risk
13
Swap
13
Welt
13
World
13
Capital market returns
12
Kapitalmarktrendite
12
Hedging
11
Insolvency
11
Insolvenz
11
Volatility
11
Volatilität
11
Option pricing theory
10
Optionspreistheorie
10
Risikoprämie
10
Risk premium
10
Transaction costs
10
more ...
less ...
Online availability
All
Undetermined
24
Type of publication
All
Article
211
Type of publication (narrower categories)
All
Article in journal
207
Aufsatz in Zeitschrift
207
Bibliografie enthalten
2
Bibliography included
2
Systematic review
2
Übersichtsarbeit
2
Rezension
1
more ...
less ...
Language
All
English
211
Author
All
Shleifer, Andrei
5
Uppal, Raman
4
Vishny, Robert W.
4
Barberis, Nicholas
3
Brandt, Michael W.
3
Brennan, Michael J.
3
Dammon, Robert Mark
3
Dumas, Bernard
3
Green, Richard C.
3
Hong, Harrison G.
3
Lakonishok, Josef
3
Liu, Hong
3
Longstaff, Francis A.
3
Schwartz, Eduardo S.
3
Titman, Sheridan
3
Welch, Ivo
3
Adler, Michael
2
Benartzi, Shlomo
2
Carr, Peter
2
Chandra, Ramesh
2
DeLong, James Bradford
2
Detemple, Jérôme B.
2
Duffie, Darrell
2
Errunza, Vihang R.
2
Favara, Giovanni
2
Ferson, Wayne E.
2
Gale, Douglas
2
Gennaioli, Nicola
2
Grinblatt, Mark
2
Gérard, Bruno
2
Huang, Ming
2
Johannes, Michael
2
Kacperczyk, Marcin
2
Kaniel, Ron
2
Lynch, Anthony W.
2
Markowitz, Harry
2
Musto, David K.
2
Nanda, Vikram
2
Rubinstein, Mark
2
Santa-Clara, Pedro
2
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
Journal of banking & finance
428
Working paper / National Bureau of Economic Research, Inc.
400
Insurance / Mathematics & economics
382
European journal of operational research : EJOR
381
NBER working paper series
323
NBER Working Paper
244
Finance research letters
223
The review of financial studies
218
International journal of theoretical and applied finance
213
Journal of economic dynamics & control
206
Mathematical finance : an international journal of mathematics, statistics and financial theory
193
Finance and stochastics
182
Journal of financial economics
177
Discussion paper / Centre for Economic Policy Research
175
Risks : open access journal
172
Discussion paper / Tinbergen Institute
158
Economics letters
158
Management science : journal of the Institute for Operations Research and the Management Sciences
158
Research paper series / Swiss Finance Institute
155
Quantitative finance
148
The journal of portfolio management : a publication of Institutional Investor
131
Journal of empirical finance
127
International review of financial analysis
126
Journal of financial and quantitative analysis : JFQA
119
Economic modelling
113
The journal of fixed income
107
International review of economics & finance : IREF
106
The European journal of finance
106
Swiss Finance Institute Research Paper
105
The journal of asset management
98
Working paper
94
SpringerLink / Bücher
93
The North American journal of economics and finance : a journal of financial economics studies
93
Journal of economic theory
92
Applied economics
90
Finance and economics discussion series
89
Journal of risk and financial management : JRFM
88
The journal of credit risk : published quarterly by Incisive Media
88
Computational economics
87
more ...
less ...
Source
All
ECONIS (ZBW)
211
Showing
1
-
10
of
211
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Corporate yield spreads : default tisk or liquidity? : New evidence from the credit default
swap
market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neiss, Eric
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2213-2254
Persistent link: https://www.econbiz.de/10003159306
Saved in:
2
An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps
Blanco, Roberto
;
Brennan, Simon
;
Marsh, Ian
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2255-2282
Persistent link: https://www.econbiz.de/10003159335
Saved in:
3
Credit risk in private debt portfolios
Carey, Mark S.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1363-1387
Persistent link: https://www.econbiz.de/10001247197
Saved in:
4
Stochastic volatilities and correlations of bond yields
Han, Bing
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
Saved in:
5
Municipal debt and marginal tax rates : is there a tax premium in asset prices ?
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
3
,
pp. 721-751
Persistent link: https://www.econbiz.de/10009160340
Saved in:
6
Should derivatives be privileged in bankruptcy?
Bolton, Patrick
;
Oehmke, Martin
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2353-2393
Persistent link: https://www.econbiz.de/10011411315
Saved in:
7
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
8
Swap
rates and credit quality
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
3
,
pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
Saved in:
9
The default risk of swaps
Cooper, Ian
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 597-620
Persistent link: https://www.econbiz.de/10001108680
Saved in:
10
Swaps: plain and fanciful
Litzenberger, Robert H.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 831-850
Persistent link: https://www.econbiz.de/10001132041
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...
//-->