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~person:"Jarrow, Robert A."
~person:"Lucas, André"
~person:"Ongena, Steven"
~person:"Rösch, Daniel"
~subject:"Credit risk"
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Credit risk
Kreditrisiko
258
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43
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Jarrow, Robert A.
Lucas, André
Ongena, Steven
Rösch, Daniel
Acharya, Viral V.
60
Altman, Edward I.
52
Peydró, José-Luis
50
Agarwal, Sumit
46
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43
Schuermann, Til
43
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41
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40
Brigo, Damiano
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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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29
Allen, David E.
28
Berger, Allen N.
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Jokivuolle, Esa
28
Hamerle, Alfred
27
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27
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27
He, Zhiguo
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ECONIS (ZBW)
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1
The economic foundations of risk management : theory, practice, and applications
Jarrow, Robert A.
-
2017
Persistent link: https://www.econbiz.de/10011569703
Saved in:
2
Aggregating credit and market risk : the impact of model specification
Lucas, André
;
Verhoef, Bastiaan
-
2012
Persistent link: https://www.econbiz.de/10010191011
Saved in:
3
Valuation of systematic risk in the cross-section of credit default
swap
spreads
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
; …
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011792305
Saved in:
4
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:
5
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
-
1994
Persistent link: https://www.econbiz.de/10000904137
Saved in:
6
Credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1995
Persistent link: https://www.econbiz.de/10000985913
Saved in:
7
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Saved in:
8
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
9
Bank standalone credit ratings
King, Michael R.
;
Ongena, Steven
;
Tarashev, Nikola A.
-
2016
-
This version: January 2016
Persistent link: https://www.econbiz.de/10011439809
Saved in:
10
Monetary conditions and banks' behaviour in the Czech Republic
Geršl, Adam
;
Jakubik, Petr
;
Kowalczyk, Dorota
;
Ongena, …
- In:
Open economies review
26
(
2015
)
3
,
pp. 407-445
Persistent link: https://www.econbiz.de/10011481398
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