//--> //--> //-->
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
~person:"Duffie, Darrell"
~person:"Memmel, Christoph"
~person:"Wong, Wing-Keung"
~subject:"Money market"
~subject:"Zinsstruktur"
~type:"article"
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
Dynamic Allocation of Treasury...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Money market
Zinsstruktur
Credit risk
16
Kreditrisiko
16
Portfolio selection
15
Portfolio-Management
15
Theorie
11
Theory
11
Deutschland
5
Estimation
5
Germany
5
Schätzung
5
Yield curve
4
Asset-liability management
3
Bilanzstrukturmanagement
3
Corporate bond
3
Derivat
3
Derivative
3
Estimation theory
3
Interest rate
3
Risikoprämie
3
Risk premium
3
Schätztheorie
3
Stochastic dominance
3
Unternehmensanleihe
3
Zins
3
Ansteckungseffekt
2
Bank
2
Bank risk
2
Bankrisiko
2
Clearing
2
Consumption theory
2
Contagion effect
2
Credit
2
Credit derivative
2
Credit rating
2
Cybernetics
2
Financial clearing
2
Financial crisis
2
Financial services
2
Finanzdienstleistung
2
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
Book / Working Paper
21
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Duffie, Darrell
Memmel, Christoph
Wong, Wing-Keung
Monfort, Alain
9
Renne, Jean-Paul
8
Chen, Tsung-Kang
7
Schmidt, Thorsten
6
Fabozzi, Frank J.
5
Jarrow, Robert A.
5
Liao, Hsien-hsing
5
Mayordomo, Sergio
5
Nejadmalayeri, Ali
5
Okimoto, Tatsuyoshi
5
Peña Sánchez de Rivera, Juan Ignacio
5
Takaoka, Sumiko
5
Wu, Chunchi
5
Avino, Davide
4
Benbouzid, Nadia
4
Carcano, Nicola
4
Gouriéroux, Christian
4
Guidolin, Massimo
4
Huang, Jing-Zhi
4
Lando, David
4
Mallick, Sushanta Kumar
4
Pinto, João M.
4
Tarelli, Andrea
4
Tseng, Yijie
4
Yu, Fan
4
Almeida, Caio
3
Bai, Jennie
3
Bethke, Sebastian
3
Bhanot, Karan
3
Bianchi, Robert
3
Boyarchenko, Nina
3
Cathcart, Lara
3
Chan, Kam C.
3
Chen, Tsung-kang
3
D'Amico, Guglielmo
3
Delēs, Manthos D.
3
Du, Ding
3
Elkamhi, Redouane
3
Feldhütter, Peter
3
more ...
less ...
Published in...
All
Financial markets, institutions & instruments
1
German economic review : GER
1
International journal of central banking : IJCB
1
Journal of banking & finance
1
Journal of financial stability
1
The review of financial studies
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interest and credit risk management in German banks
Dräger, Vanessa
;
Heckmann, Lotta
;
Memmel, Christoph
- In:
German economic review : GER
22
(
2021
)
1
,
pp. 63-95
Persistent link: https://www.econbiz.de/10012507117
Saved in:
2
Contagion in the interbank market and its determinants
Memmel, Christoph
;
Sachs, Angelika
- In:
Journal of financial stability
9
(
2013
)
1
,
pp. 46-54
Persistent link: https://www.econbiz.de/10009745201
Saved in:
3
Credit risk modeling with affine processes
Duffie, Darrell
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2751-2802
Persistent link: https://www.econbiz.de/10003121049
Saved in:
4
Modeling term structures of defaultable bonds
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 687-720
Persistent link: https://www.econbiz.de/10001421853
Saved in:
5
Contagion in the interbank market with stochastic loss given default
Memmel, Christoph
;
Sachs, Angelika
;
Stein, Ingrid
- In:
International journal of central banking : IJCB
8
(
2012
)
3
,
pp. 177-206
Persistent link: https://www.econbiz.de/10009634274
Saved in:
6
Across-the-curve credit spread indices
Berndt, Antje
;
Duffie, Darrell
;
Zhu, Yichao
- In:
Financial markets, institutions & instruments
32
(
2023
)
3
,
pp. 115-130
Persistent link: https://www.econbiz.de/10014326682
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->