Narrow search
Showing 1 - 8 of 8
Cover Image
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.; Pesaran, M. Hashem; Schuermann, Til - In: Journal of empirical finance 15 (2008) 4, pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Cover Image
Macroeconomic dynamics and credit risk : a global perspective
Pesaran, M. Hashem; Schuermann, Til; Treutler, Björn-Jakob - In: Journal of money, credit and banking : JMCB 38 (2006) 5, pp. 1211-1261
Persistent link: https://www.econbiz.de/10003353293
Cover Image
Premia for correlated default risk
Azizpour, Shahriar; Giesecke, Kay; Kim, Baeho - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1340-1357
Persistent link: https://www.econbiz.de/10009241405
Cover Image
Corporate bond default risk : a 150-year perspective
Giesecke, Kay; Longstaff, Francis A.; Schaefer, Stephen M. - In: Journal of financial economics 102 (2011) 2, pp. 233-250
Persistent link: https://www.econbiz.de/10009310776
Cover Image
Macroeconomic effects of corporate default crisis: A long-term perspective
Giesecke, Kay; Longstaff, Francis A.; Schaefer, Stephen M. - In: Journal of financial economics 111 (2014) 2, pp. 297-310
Persistent link: https://www.econbiz.de/10010255519
Cover Image
Forecasting default in the face of uncertainty
Giesecke, Kay; Goldberg, Lisa - In: The journal of derivatives : the official publication … 12 (2004) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10002210953
Cover Image
Correlated default with incomplete information
Giesecke, Kay - In: Journal of banking & finance 28 (2004) 7, pp. 1521-1545
Persistent link: https://www.econbiz.de/10002100479
Cover Image
Risk analysis for large pools of loans
Sirignano, Justin; Giesecke, Kay - In: Management science : journal of the Institute for … 65 (2019) 1, pp. 107-121
Persistent link: https://www.econbiz.de/10011991377