//--> //--> //--> //-->
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 fixed income"
~isPartOf:"The journal of risk model validation"
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
Credit Default Swaps as Hedgin...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
79
Risk measure
79
Credit derivative
46
Kreditderivat
46
Credit risk
42
Kreditrisiko
42
Theorie
37
Theory
37
Portfolio selection
27
Portfolio-Management
27
Risikomanagement
23
Risk management
23
ARCH model
20
ARCH-Modell
20
Estimation
19
Schätzung
19
USA
17
United States
17
Forecasting model
14
Prognoseverfahren
14
Volatility
14
Volatilität
14
Statistical distribution
13
Statistische Verteilung
13
value-at-risk (VaR)
13
Risiko
12
Risk
12
Estimation theory
11
Measurement
11
Messung
11
Schätztheorie
11
Basel Accord
9
Basler Akkord
9
Insolvency
9
Insolvenz
9
Risikoprämie
9
Risk premium
9
Swap
9
Yield curve
9
Zinsstruktur
9
more ...
less ...
Online availability
All
Undetermined
38
Type of publication
All
Article
121
Type of publication (narrower categories)
All
Article in journal
121
Aufsatz in Zeitschrift
121
Case study
1
Fallstudie
1
Language
All
English
121
Author
All
Colucci, Stefano
3
Fabozzi, Frank J.
3
Pu, Xiaoling
3
Westgaard, Sjur
3
Wu, Chunchi
3
Benzschawel, Terry
2
Bloxham, Nicholas
2
Chen, Fen-ying
2
Chen, Ren-Raw
2
Chen, Wei
2
Chlebus, Marcin
2
Dor, Arik Ben
2
Erdman, Donald
2
Fischer, Matthias
2
Gonpot, Preethee Nunkoo
2
Jarrow, Robert A.
2
Liu, Sheen
2
Mashal, Roy
2
Mitic, Peter
2
Naldi, Marco
2
Skoglund, Jimmy
2
Sverdlove, Ronald
2
Yang, Bill Huajian
2
Abad, Pilar
1
Acerbis, Valentina
1
Altman, Edward I.
1
Ap Gwilym, Owain
1
Arhus, Gisle Hoel
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Assing, Andrew
1
Baheti, Prasun
1
Bee, Marco
1
Beliaeva, Natalia A.
1
Belkacem, Lotfi
1
Benito Muela, Sonia
1
Berg, Tobias
1
Biljon, L. van
1
Blümke, Oliver
1
Brandolini, Dario
1
more ...
less ...
Published in...
All
The journal of fixed income
The journal of risk model validation
Journal of banking & finance
251
Insurance / Mathematics & economics
244
Finance research letters
180
IMF Working Papers
180
Journal of risk
132
European journal of operational research : EJOR
131
Risks : open access journal
124
International review of financial analysis
123
Economic modelling
103
The North American journal of economics and finance : a journal of financial economics studies
100
Energy economics
98
Applied economics
88
Journal of empirical finance
80
Discussion paper / Tinbergen Institute
77
International journal of theoretical and applied finance
76
Journal of international financial markets, institutions & money
73
International review of economics & finance : IREF
68
Journal of risk and financial management : JRFM
68
Quantitative finance
68
IMF Staff Country Reports
65
MPRA Paper
63
International journal of forecasting
62
Research paper series / Swiss Finance Institute
59
The journal of structured finance
59
Research in international business and finance
58
Journal of econometrics
56
The journal of credit risk : published quarterly by Incisive Media
56
Journal of financial stability
54
The European journal of finance
54
Journal of risk management in financial institutions
51
Computational economics
50
The journal of operational risk
48
Applied economics letters
47
Management science : journal of the Institute for Operations Research and the Management Sciences
47
SFB 649 discussion paper
46
Working paper
45
Journal of economic dynamics & control
44
Journal of financial economics
44
more ...
less ...
Source
All
ECONIS (ZBW)
121
Showing
1
-
10
of
121
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
Saved in:
2
Conditioned likelihood estimation of nonnormal distributions : risk estimation of credit portfolios in stressed markets
Oteng-Amoako, Kingsley
- In:
The journal of risk model validation
8
(
2014
)
3
,
pp. 3-31
Persistent link: https://www.econbiz.de/10010423915
Saved in:
3
Toward model value-at-risk : bespoke CDO tranches, a case study
Cohort, Pierre
;
Levy dit Vehel, Pierre Emmanuel
; …
- In:
The journal of risk model validation
7
(
2013
)
3
,
pp. 21-34
Persistent link: https://www.econbiz.de/10010480651
Saved in:
4
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
5
Risk model validation for BRICS countries : a value-at-risk, expected shortfall and extreme value theory approach
Wing, Jean Paul Chung
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011410313
Saved in:
6
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
7
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
8
Backtesting solvency II value-at-risk models using a rolling horizon
Loois, Miriam
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 13-31
Persistent link: https://www.econbiz.de/10011326311
Saved in:
9
Value-at-risk estimation with the Carr-Geman-Madan-Yor process : an empirical study on foreign exchange rates
Choi, Sun-Yong
- In:
The journal of risk model validation
10
(
2016
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011527478
Saved in:
10
Value-at-risk time scaling : a Monte Carlo approach
Malataliana, Moepa
;
Rigotard, Michael
- In:
The journal of risk model validation
10
(
2016
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10011485151
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...
//-->