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~person:"Mayordomo, Sergio"
~person:"Ongena, Steven"
~subject:"Credit risk"
~subject:"Derivat"
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A Simple Credit Risk Model wit...
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Derivat
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Acharya, Viral V.
64
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64
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58
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52
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43
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37
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36
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33
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32
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28
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28
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28
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ECONIS (ZBW)
126
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1
Are all credit default
swap
databases equal?
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
European financial management : the journal of the …
20
(
2014
)
4
,
pp. 677-713
Persistent link: https://www.econbiz.de/10010503546
Saved in:
2
Carry-Trade auf Österreichisch : was für Haushalte entscheiden sich am ehesten für Fremdwährungskredite?
Beer, Christian
;
Ongena, Steven
;
Peter, Marcel
- In:
Finanzmarktstabilitätsbericht
16
(
2008
),
pp. 117-132
Persistent link: https://www.econbiz.de/10003799023
Saved in:
3
Dollar borrowing, firm credit risk, and FX-hedged funding opportunities
Gálvez, Julio
;
Gambacorta, Leonardo
;
Mayordomo, Sergio
; …
- In:
The journal of corporate finance : contracting, …
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012585788
Saved in:
4
Currency denomination of bank loans : evidence from small firms in transition countries
Brown, Martin
(
contributor
);
Ongena, Steven
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003730550
Saved in:
5
"Time for a change" : loan conditions and bank behavior when firms switch banks
Ioannidou, Vasso
;
Ongena, Steven
- In:
The journal of finance : the journal of the American …
65
(
2010
)
5
,
pp. 1847-1877
Persistent link: https://www.econbiz.de/10008668123
Saved in:
6
Are there arbitrage opportunities in credit derivatives markets? : a new test and an application to the case of CDS and ASPs
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
-
2009
Persistent link: https://www.econbiz.de/10003972605
Saved in:
7
Hazardous times for monetary policy : what do twenty-three million bank loans say about the effects of monetary policy on credit risk?
Jiménez, Gabriel
;
Ongena, Steven
;
Peydró, José-Luis
; …
-
2007
Persistent link: https://www.econbiz.de/10003674588
Saved in:
8
Hazardous times for monetary policy : what do twenty-three million bank loans say about the effects of monetary policy on credit risk?
Jiménez, Gabriel
;
Ongena, Steven
;
Peydró, José-Luis
; …
-
2007
Persistent link: https://www.econbiz.de/10003574298
Saved in:
9
Monetary conditions and banks' behaviour in the Czech Republic
Geršl, Adam
;
Jakubík, Petr
;
Kowalczyk, Dorota
; …
-
2012
Persistent link: https://www.econbiz.de/10009509711
Saved in:
10
Loose monetary policy and excessive credit and liquidity risk-taking by banks
Ongena, Steven
;
Peydró, José-Luis
- In:
Future of banking
,
(pp. 21-28)
.
2011
Persistent link: https://www.econbiz.de/10009522527
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