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The complementary nature of ratings and market-based measures of default risk
Löffler, Gunter - In: The journal of fixed income 17 (2007) 1, pp. 38-47
Persistent link: https://www.econbiz.de/10003502382
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Implied asset value distributions
Löffler, Gunter - In: Applied financial economics 14 (2004) 12, pp. 875-883
Persistent link: https://www.econbiz.de/10002150750
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Ratings versus market-based measures of default risk in portfolio governance
Löffler, Gunter - In: Journal of banking & finance 28 (2004) 11, pp. 2715-2746
Persistent link: https://www.econbiz.de/10002361911
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Avoiding the rating bounce : why rating agencies are slow to react to new information
Löffler, Gunter - In: Journal of economic behavior & organization : JEBO 56 (2005) 3, pp. 365-381
Persistent link: https://www.econbiz.de/10002678163
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An anatomy of rating through the cycle
Löffler, Gunter - In: Journal of banking & finance 28 (2004) 3, pp. 695-720
Persistent link: https://www.econbiz.de/10001911194
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The effects of estimation error on measures of portfolio credit risk
Löffler, Gunter - In: Journal of banking & finance 27 (2003) 8, pp. 1427-1453
Persistent link: https://www.econbiz.de/10001770305
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The systemic risk implications of using credit ratings versus quantitative measures to limit bond portfolio risk
Löffler, Gunter - In: Journal of financial services research 58 (2020) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10012298960
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Avoiding the rating bounce : why rating agencies are slow to react to new information
Löffler, Gunter - 2002
Persistent link: https://www.econbiz.de/10013444472
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Corporate bond defaults are consistent with conditional independence
Kramer, Florian; Löffler, Gunter - In: The journal of credit risk : published quarterly by … 6 (2010/11) 2, pp. 3-35
Persistent link: https://www.econbiz.de/10008647010
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Credit risk modeling using Excel and VBA
Löffler, Gunter; Posch, Peter N. - 2011 - 2. ed.
Persistent link: https://www.econbiz.de/10009560908