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~person:"Jarrow, Robert A."
~person:"Lucas, André"
~person:"Ongena, Steven"
~subject:"Credit risk"
~type_genre:"Article in journal"
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Credit risk
Kreditrisiko
59
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Jarrow, Robert A.
Lucas, André
Ongena, Steven
Rösch, Daniel
36
Altman, Edward I.
27
Scheule, Harald
26
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20
Crook, Jonathan N.
20
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20
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20
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11
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ECONIS (ZBW)
59
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1
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:
2
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:
3
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
Saved in:
4
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
5
Collateralization, bank loan rates, and monitoring
Cerqueiro, Geraldo
;
Ongena, Steven
;
Roszbach, Kasper
- In:
The journal of finance : the journal of the American …
71
(
2016
)
3
,
pp. 1295-1322
Persistent link: https://www.econbiz.de/10011613540
Saved in:
6
Nowcasting and forecasting global financial sector stress and credit market dislocation
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 741-758
Persistent link: https://www.econbiz.de/10010515585
Saved in:
7
Financial crises and economic growth
Jarrow, Robert A.
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 194-207
Persistent link: https://www.econbiz.de/10010466553
Saved in:
8
Do exposures to sagging real estate, subprime, or conduits abroad lead to contraction and flight to quality in bank lending at home?
Ongena, Steven
;
Tümer-Alkan, Günseli
;
Westernhagen, …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
4
,
pp. 1335-1373
Persistent link: https://www.econbiz.de/10012005737
Saved in:
9
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
10
Securitization and lending standards : evidence from the European wholesale loan market
Kara, Alper
;
Marqués Ibáñez, David
;
Ongena, Steven
- In:
Journal of financial stability
26
(
2016
),
pp. 107-127
Persistent link: https://www.econbiz.de/10011705283
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