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Giesecke, Kay - 2001

Persistent link: https://www.econbiz.de/10001646775

Giesecke, Kay - In: Journal of banking & finance 28 (2004) 7, pp. 1521-1545

Persistent link: https://www.econbiz.de/10002100479

Giesecke, Kay - 2002

Persistent link: https://www.econbiz.de/10001684707

Compensator-based simulation of correlated defaults

Giesecke, Kay - 2002

Persistent link: https://www.econbiz.de/10001685033

An exponential model for dependent defaults

Giesecke, Kay - 2002

Persistent link: https://www.econbiz.de/10001685045

Giesecke, Kay (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001639703

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

Giesecke, Kay - 2001

We propose a model of correlated multi-firm default with incomplete information. While public bond investors observe issuers' assets and defaults, we suppose that they are not informed about the threshold asset level at which a firm is liquidated. Bond investors form instead a prior on these...

Persistent link: https://www.econbiz.de/10009621426

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

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