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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
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The co-movement of credit default swap, bond and stock markets : an empirical analysis
Norden, Lars; Weber, Martin - In: European financial management : the journal of the … 15 (2009) 3, pp. 529-562
Persistent link: https://www.econbiz.de/10003841055
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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
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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
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Information in CDS spreads
Norden, Lars - In: Journal of banking & finance 75 (2017), pp. 118-135
Persistent link: https://www.econbiz.de/10011742156
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Spezialbanken und Basel II : eine empirische Untersuchung interner Ratingsysteme
Norden, Lars - In: Die Betriebswirtschaft : DBW 62 (2002) 3, pp. 273-288
Persistent link: https://www.econbiz.de/10001673838
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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
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Default risk and diversification : theory and empirical implications
Jarrow, Robert A.; Lando, David; Yu, Fan - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
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The role of non-financial factors in internal credit ratings
Grunert, Jens; Norden, Lars; Weber, Martin - In: Journal of banking & finance 29 (2005) 2, pp. 509-531
Persistent link: https://www.econbiz.de/10002485317
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The subprime credit crisis of 2007
Crouhy, Michel; Jarrow, Robert A.; Turnbull, Stuart M. - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 81-110
Persistent link: https://www.econbiz.de/10003771466