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~person:"Altman, Edward I."
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Bond"
~subject:"Kreditrisiko"
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Altman, Edward I.
Jarrow, Robert A.
Ongena, Steven
101
Acharya, Viral V.
60
Lucas, André
58
Peydró, José-Luis
50
Rösch, Daniel
50
Agarwal, Sumit
46
Koopman, Siem Jan
43
Schuermann, Til
43
Saunders, Anthony
41
Fabozzi, Frank J.
40
Gambacorta, Leonardo
40
Brigo, Damiano
39
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38
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Hasan, Iftekhar
36
Scheule, Harald
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Caporale, Guglielmo Maria
33
Gilchrist, Simon
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Gouriéroux, Christian
33
Tang, Dragon Yongjun
32
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31
Duffie, Darrell
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Roesch, Daniel
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Jiménez, Gabriel
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Krahnen, Jan Pieter
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Renne, Jean-Paul
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Shin, Hyun Song
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Tarashev, Nikola A.
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Allen, David E.
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Berger, Allen N.
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Jokivuolle, Esa
28
Hamerle, Alfred
27
Mayordomo, Sergio
27
Memmel, Christoph
27
Santos, João A. C.
27
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Journal of banking & finance
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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The journal of credit risk : published quarterly by Incisive Media
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The journal of fixed income
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Annual review of financial economics
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Credit risk : models, derivatives, and management
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Emerging market capital flows : proceedings of a conference held at the Stern School of Business, New York Univ. on May 23-24, 1996
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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31
The economic default time and the arcsine law
Guo, Xin
;
Jarrow, Robert A.
;
Larrard, Adrien de
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010508010
Saved in:
32
Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius
;
Jarrow, Robert A.
;
Kraft, Holger
; …
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 183-216)
.
2013
Persistent link: https://www.econbiz.de/10010412565
Saved in:
33
Modeling loan commitments
Chava, Sudheer
;
Jarrow, Robert A.
- In:
Finance research letters
5
(
2008
)
1
,
pp. 11-20
Persistent link: https://www.econbiz.de/10003751266
Saved in:
34
Default recovery rates and LGD in credit risk modeling and practice : an updated review of the literature and empirical evidence
Altman, Edward I.
- In:
Advances in credit risk modelling and corporate …
,
(pp. 175-206)
.
2008
Persistent link: https://www.econbiz.de/10003751512
Saved in:
35
The link between default and recovery rates : theory, empirical evidence, and implications
Altman, Edward I.
;
Brady, Brooks
;
Resti, Andrea
; …
- In:
The journal of business : B
78
(
2005
)
6
,
pp. 2203-2228
Persistent link: https://www.econbiz.de/10003294717
Saved in:
36
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
37
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Credit risk models and management
,
(pp. 333-374)
.
2004
Persistent link: https://www.econbiz.de/10002432611
Saved in:
38
Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Credit risk models and management
,
(pp. 573-597)
.
2004
Persistent link: https://www.econbiz.de/10002433486
Saved in:
39
An analysis and critique of the BIS proposal on capital adequacy and ratings
Altman, Edward I.
;
Saunders, Anthony
- In:
Risk management : the state of the art
,
(pp. 167-186)
.
2002
Persistent link: https://www.econbiz.de/10001698302
Saved in:
40
Credit ratings and the BIS capital adequacy reform agenda
Altman, Edward I.
;
Bharath, Sreedhar T.
;
Saunders, Anthony
- In:
Journal of banking & finance
26
(
2002
)
5
,
pp. 909-921
Persistent link: https://www.econbiz.de/10001665079
Saved in:
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