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Credit risk
122
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122
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80
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80
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64
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64
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58
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The journal of fixed income
NBER working paper series
935
Working paper / National Bureau of Economic Research, Inc.
899
NBER Working Paper
749
European journal of operational research : EJOR
685
Journal of banking & finance
621
Discussion paper / Centre for Economic Policy Research
451
Discussion paper series / IZA
388
International journal of production research
349
IMF Staff Country Reports
297
The journal of real estate finance and economics
292
IMF Working Papers
286
SpringerLink / Bücher
261
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249
IZA Discussion Paper
248
IZA Discussion Papers
234
CESifo working papers
229
Finance research letters
227
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208
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206
Computers & operations research : and their applications to problems of world concern ; an international journal
204
Discussion paper
204
Omega : the international journal of management science
201
Applied economics
196
Journal of financial stability
188
Working paper series / European Central Bank
187
Discussion papers / CEPR
186
Journal of financial economics
182
The journal of credit risk : published quarterly by Incisive Media
180
International journal of production economics
175
The review of financial studies
174
ECB Working Paper
168
Working Paper
165
International review of financial analysis
154
Journal of housing economics
148
ifo Dresden berichtet
147
Journal of the Operational Research Society
146
Economic modelling
143
Applied economics letters
141
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
202
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1
-
10
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202
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date (oldest first)
1
Effects of household creditworthiness on
mortgage
refinancings
Peristiani, Stavros C.
(
contributor
)
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10001233946
Saved in:
2
Determinants of primary market spreads on U.K. residential
mortgage
-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
Saved in:
3
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
4
Credit rating and corporate defaults
Zhou, Chunsheng
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 30-40
Persistent link: https://www.econbiz.de/10001706059
Saved in:
5
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
6
Estimating the joint probability of default using credit default swap and bond data
Pianeti, Riccardo
;
Giacometti, Rosella
;
Acerbis, Valentina
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 44-58
Persistent link: https://www.econbiz.de/10009532100
Saved in:
7
Are credit rating announcements contagious? : evidence on the transmission of information across industries in credit default swap markets
Cizel, Janko
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 27-60
Persistent link: https://www.econbiz.de/10010196997
Saved in:
8
Measuring the credit risk of synthetic CDOs with CDS-implied ratings
Hamilton, David T.
;
Choi, Yukyung
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10003875978
Saved in:
9
Impact of multiple CDO ratings on credit spreads
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10003875980
Saved in:
10
Testing for rating consistency in annual default rates
Cantor, Richard
;
Falkenstein, Eric G.
- In:
The journal of fixed income
11
(
2001
)
2
,
pp. 36-51
Persistent link: https://www.econbiz.de/10001618874
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