//--> //--> //-->
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:"Jarrow, Robert A."
~person:"Lucas, André"
~subject:"Basel Accord"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
United States
Credit risk
37
Kreditrisiko
37
Theorie
22
Theory
22
Insolvency
7
Insolvenz
7
Portfolio selection
7
Portfolio-Management
7
USA
7
Swap
5
Welt
5
World
5
Collateral
4
Credit derivative
4
Estimation
4
Kreditderivat
4
Kreditsicherung
4
Modellierung
4
Risikomanagement
4
Risk management
4
Schätzung
4
Scientific modelling
4
Yield curve
4
Zinsstruktur
4
Basler Akkord
3
Business cycle
3
Derivat
3
Derivative
3
Financial crisis
3
Finanzkrise
3
Konjunktur
3
Option pricing theory
3
Optionspreistheorie
3
Risikomaß
3
Risk measure
3
credit risk
3
Asset-Backed Securities
2
Asset-backed securities
2
more ...
less ...
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
9
Article in journal
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
9
Author
All
Jarrow, Robert A.
Lucas, André
Schulte-Mattler, Hermann
18
Rösch, Daniel
16
Scheule, Harald
10
Jacobs, Michael <Jr.>
9
Goodman, Laurie Sharon
7
Longstaff, Francis A.
7
Ozdemir, Bogie
7
Schuermann, Til
7
Barry, Peter J.
6
Berger, Allen N.
6
Boos, Karl-Heinz
6
Chateau, Jean-Pierre D.
6
Gürtler, Marc
6
Hammoudeh, Shawkat
6
Kupiec, Paul H.
6
Neisen, Martin
6
Olszak, Małgorzata
6
Prorokowski, Lukasz
6
Saunders, Anthony
6
Thomas, Lyn C.
6
Van Vuuren, Gary
6
Wall, Larry D.
6
Alexander, Gordon J.
5
Apergēs, Nikolaos
5
Calem, Paul Seth
5
Cantor, Richard
5
Carey, Mark S.
5
Ghosh, Saibal
5
Hamerle, Alfred
5
Heithecker, Dirk
5
Herring, Richard J.
5
Jagtiani, Julapa
5
Koopman, Siem Jan
5
Lang, William W.
5
Mues, Christophe
5
Penikas, Henry
5
Acharya, Viral V.
4
Altman, Edward I.
4
Baptista, Alexandre M.
4
more ...
less ...
Published in...
All
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
1
Journal of financial services research : JFSR
1
Review of derivatives research
1
The journal of fixed income
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
Saved in:
3
Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert A.
;
Lin, Haizhi
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10003835030
Saved in:
4
A critique of revised Basel II
Jarrow, Robert A.
- In:
Journal of financial services research : JFSR
32
(
2007
)
1/2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003576332
Saved in:
5
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
6
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
7
Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
Saved in:
8
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10003800184
Saved in:
9
Empirical credit cycles and capital buffer formation
Koopman, Siem Jan
;
Lucas, André
;
Klaassen, Pieter
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3159-3179
Persistent link: https://www.econbiz.de/10003203860
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->