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~person:"Acharya, Viral V."
~person:"Jarrow, Robert A."
~person:"Lucas, André"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Acharya, Viral V.
Jarrow, Robert A.
Lucas, André
Goodman, Laurie Sharon
7
Longstaff, Francis A.
7
Berger, Allen N.
6
Hammoudeh, Shawkat
6
Apergēs, Nikolaos
5
Barry, Peter J.
5
Cantor, Richard
5
Koopman, Siem Jan
5
Wall, Larry D.
5
Calem, Paul Seth
4
Carey, Mark S.
4
Deng, Yongheng
4
Escalante, Cesar L.
4
Frame, W. Scott
4
Hassan, M. Kabir
4
Jagtiani, Julapa
4
Kanas, Angelos
4
Lang, William W.
4
Malhotra, Davinder Kumar
4
Patel, Pankaj
4
Saunders, Anthony
4
Schuermann, Til
4
Shahzad, Syed Jawad Hussain
4
Stokes, Jeffrey R.
4
Strebulaev, Ilya A.
4
Zhang, Gaiyan
4
Agarwal, Sumit
3
Anderson, Scott
3
Ashworth, Roger
3
Bhargava, Vivek
3
Canner, Glenn B.
3
Chen, Tsung-kang
3
Chomsisengphet, Souphala
3
Corelli, Angelo
3
Davydenko, Sergei A.
3
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
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1
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1
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1
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ECONIS (ZBW)
10
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1
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
2
A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
Saved in:
3
Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert A.
;
Lin, Haizhi
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10003835030
Saved in:
4
Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries
Acharya, Viral V.
;
Bharath, Sreedhar T.
;
Srinivasan, Anand
- In:
Journal of financial economics
85
(
2007
)
3
,
pp. 787-821
Persistent link: https://www.econbiz.de/10003538062
Saved in:
5
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
6
Cash holdings and credit risk
Acharya, Viral V.
;
Davydenko, Sergei A.
;
Strebulaev, Ilya A.
- In:
The review of financial studies
25
(
2012
)
12
,
pp. 3572-3609
Persistent link: https://www.econbiz.de/10009714157
Saved in:
7
Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
Saved in:
8
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10003800184
Saved in:
9
Empirical credit cycles and capital buffer formation
Koopman, Siem Jan
;
Lucas, André
;
Klaassen, Pieter
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3159-3179
Persistent link: https://www.econbiz.de/10003203860
Saved in:
10
Lending implications of U.S. bank stress tests : costs or benefits?
Acharya, Viral V.
;
Berger, Allen N.
;
Roman, Raluca A.
- In:
Journal of financial intermediation
34
(
2018
),
pp. 58-90
Persistent link: https://www.econbiz.de/10012114243
Saved in:
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