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~person:"Jarrow, Robert A."
~person:"Lucas, André"
~subject:"Credit risk"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
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Credit risk
Kreditrisiko
38
Theorie
22
Theory
22
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7
Insolvenz
7
Portfolio selection
7
Portfolio-Management
7
USA
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credit risk
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Aufsatz in Zeitschrift
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English
38
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Jarrow, Robert A.
Lucas, André
Rösch, Daniel
36
Altman, Edward I.
27
Scheule, Harald
26
Ongena, Steven
22
Capponi, Agostino
20
Crook, Jonathan N.
20
Schulte-Mattler, Hermann
20
Wang, Xingchun
20
Gouriéroux, Christian
19
Fabozzi, Frank J.
18
Jacobs, Michael <Jr.>
17
Ghosh, Saibal
16
Norden, Lars
16
Saunders, Anthony
16
Andreeva, Galina
15
Brigo, Damiano
15
Chi, Guotai
15
Hasan, Iftekhar
15
Thomas, Lyn C.
15
Wu, Chunchi
15
Acharya, Viral V.
14
Mayordomo, Sergio
14
Monfort, Alain
13
Turnbull, Stuart M.
13
Van Vuuren, Gary
13
Goodman, Laurie Sharon
12
Mues, Christophe
12
Schuermann, Til
12
Tang, Dragon Yongjun
12
Barisitz, Stephan
11
Das, Sanjiv R.
11
Dorfleitner, Gregor
11
Giesecke, Kay
11
Gürtler, Marc
11
Kanno, Masayasu
11
Kupiec, Paul H.
11
Parnes, Dror
11
Saurina, Jesús
11
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Journal of banking & finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The journal of fixed income
3
Journal of applied econometrics
2
Journal of empirical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
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1
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1
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1
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1
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1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
38
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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
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:
3
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:
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
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:
6
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:
7
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:
8
An analytic approach to credit risk of large corporate bond and loan portfolios
Lucas, André
(
contributor
)
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1635-1664
Persistent link: https://www.econbiz.de/10001603572
Saved in:
9
The intersection of market and credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
Saved in:
10
Tail behaviour of credit loss distributions for general latent factor models
Lucas, André
;
Klaassen, Pieter
;
Spreij, Peter
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 337-357
Persistent link: https://www.econbiz.de/10001864390
Saved in:
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