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~isPartOf:"The journal of real estate finance and economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Credit risk"
~subject:"Portfolio selection"
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Credit risk
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Kreditrisiko
167
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71
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68
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68
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50
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50
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49
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2
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The journal of real estate finance and economics
Working paper / National Bureau of Economic Research, Inc.
Journal of banking & finance
478
Finance research letters
196
The journal of credit risk : published quarterly by Incisive Media
165
Journal of financial stability
164
NBER working paper series
133
The journal of fixed income
122
Journal of financial economics
121
Journal of risk management in financial institutions
121
International review of financial analysis
119
Working paper series / European Central Bank
114
International journal of theoretical and applied finance
109
Discussion papers / CEPR
108
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105
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96
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94
International review of economics & finance : IREF
94
Journal of international financial markets, institutions & money
94
IMF working papers
93
The journal of risk model validation
88
Research in international business and finance
87
Discussion paper / Centre for Economic Policy Research
86
Risks : open access journal
84
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83
Economic modelling
81
Research paper series / Swiss Finance Institute
80
Review of quantitative finance and accounting
77
Management science : journal of the Institute for Operations Research and the Management Sciences
74
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
The European journal of finance
71
The North American journal of economics and finance : a journal of financial economics studies
70
Journal of financial intermediation
69
The journal of structured finance
69
Working papers / Federal Reserve Bank of Philadelphia, Research Department
68
Applied economics
67
Applied economics letters
65
SpringerLink / Bücher
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Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
169
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1
Pricing property index linked swaps with counterparty default risk
Patel, Kanak
;
Pereira, Ricardo
- In:
The journal of real estate finance and economics
36
(
2008
)
1
,
pp. 5-21
Persistent link: https://www.econbiz.de/10003622042
Saved in:
2
Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default
swap
market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neis, Eric
-
2004
Persistent link: https://www.econbiz.de/10002022642
Saved in:
3
Analysis of credit risks in asset-backed securitization transactions in Singapore
Sing, Tien-foo
;
Ong, Seow-eng
;
Fan, Gang-Zhi
;
Sirmans, …
- In:
The journal of real estate finance and economics
28
(
2004
)
2/3
,
pp. 235-253
Persistent link: https://www.econbiz.de/10001955356
Saved in:
4
Price discovery limits in the credit default
swap
market in the financial crisis
Pavlov, Andrey D.
;
Schwartz, Eduardo
;
Wachter, Susan M.
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 165-186
Persistent link: https://www.econbiz.de/10012428390
Saved in:
5
Optimal retirement benefit guarantees
Panageas, Stauros
-
2010
Persistent link: https://www.econbiz.de/10003950872
Saved in:
6
Liability investment with downside risk
Ang, Andrew
;
Chen, Bingxu
;
Sundaresan, Suresh M.
-
2013
Persistent link: https://www.econbiz.de/10009748525
Saved in:
7
Asset allocation and risk allocation : can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.
;
Shoven, John B.
-
1999
Persistent link: https://www.econbiz.de/10001376928
Saved in:
8
Personal bankruptcy and credit supply and demand
Gropp, Reint
;
Scholz, John Karl
;
White, Michelle J.
-
1996
Persistent link: https://www.econbiz.de/10000596851
Saved in:
9
A direct approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1998
Persistent link: https://www.econbiz.de/10000671238
Saved in:
10
Competitive lending with partial knowledge of loan repayment
Brock, William A.
;
Manski, Charles F.
-
2008
Persistent link: https://www.econbiz.de/10003763447
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