//--> //--> //--> //-->
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
~subject:"Credit risk"
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
Liquidity spreads in the corpo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
liquidity risk
459
Liquidity risk
379
Liquidity
297
Liquidität
280
Bankenliquidität
225
Bank liquidity
219
Kreditrisiko
187
Theorie
174
Theory
165
Financial crisis
130
Finanzkrise
123
Liquidity Risk
116
Risk management
114
Risiko
108
Portfolio selection
107
Portfolio-Management
106
Risk
106
Risikomanagement
102
Bankrisiko
95
Bank risk
94
Betriebliche Liquidität
90
Corporate liquidity
89
Risikoprämie
81
Risk premium
80
Marktliquidität
78
Market liquidity
77
Bank
76
credit risk
73
CAPM
64
Zinsstruktur
64
Yield curve
60
Financial services
58
Finanzdienstleistung
58
Capital income
57
Kapitaleinkommen
57
Basler Akkord
52
Basel Accord
51
Finanzmarkt
50
Geldpolitik
50
more ...
less ...
Online availability
All
Undetermined
109
Free
54
Type of publication
All
Article
171
Book / Working Paper
32
Other
1
Type of publication (narrower categories)
All
Article in journal
153
Aufsatz in Zeitschrift
153
Graue Literatur
24
Non-commercial literature
24
Working Paper
21
Arbeitspapier
19
Aufsatz im Buch
5
Book section
5
Hochschulschrift
2
Thesis
2
Article
1
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
188
Undetermined
15
Lithuanian
1
Author
All
Junge, Benjamin
5
Guidolin, Massimo
4
Trolle, Anders B.
3
Weiß, Gregor
3
Cassola, Nuno
2
Cerezo, Fernando
2
Chou, Ray Yeutien
2
Contessi, Silvio
2
De Pace, Pierangelo
2
De Socio, Antonio
2
Dombret, Andreas R.
2
Foos, Daniel
2
Geršl, Adam
2
Gietzen, Thomas
2
Girón, Pablo
2
González-Pérez, María T.
2
Gramlich, Dieter
2
Hong, Zhiwu
2
Imbierowicz, Björn
2
King, Thomas B.
2
Krishenik, Andrey
2
Lachaab, Mohamed
2
León, Carlos
2
Liu, Chih-Liang
2
Manganelli, Simone
2
Mare, Davide Salvatore
2
Marozva, Godfrey
2
Marra, Miriam
2
Minca, Andreea
2
Monfort, Alain
2
Morana, Claudio
2
Nesmith, Travis D.
2
Ongena, Steven
2
Panjer, Harry
2
Pascual, Roberto
2
Paulson, Anna Louise
2
Permatasari, Ika
2
Peydró, José-Luis
2
Pliszka, Kamil
2
Prono, Todd
2
more ...
less ...
Institution
All
European Central Bank
2
Internationaler Währungsfonds
2
Siauliai University
1
Université Paris-Dauphine (Paris IX)
1
Published in...
All
Journal of banking & finance
7
Journal of international financial markets, institutions & money
6
International review of financial analysis
5
Journal of financial stability
4
Cogent economics & finance
3
Essays on the market structure and pricing of credit derivatives
3
International journal of economics and finance
3
International journal of finance & banking studies : JJFBS
3
Journal of Banking & Finance
3
Journal of financial economics
3
Journal of risk management in financial institutions
3
Research in international business and finance
3
Review of derivatives research
3
Review of quantitative finance and accounting
3
The journal of financial market infrastructures
3
American journal of finance and accounting
2
Bank i kredyt
2
Discussion paper
2
ECB Working Paper
2
IMF country report
2
Insurance / Mathematics & economics
2
International Review of Financial Analysis
2
International journal of economic perspectives : IJEP
2
International journal of economic policy in emerging economies
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of International Money and Finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Pacific-Basin finance journal
2
Quantitative finance
2
Research paper series / Swiss Finance Institute
2
Review of Quantitative Finance and Accounting
2
Swiss Finance Institute Research Paper
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working Paper Series / European Central Bank
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Algorithmic finance
1
Applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
183
RePEc
15
BASE
3
EconStor
3
Showing
1
-
10
of
204
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A bridge from ruin theory to credit risk
Chen, Cho-jieh
;
Panjer, Harry
- In:
Review of quantitative finance and accounting
32
(
2009
)
4
,
pp. 373-403
Persistent link: https://www.econbiz.de/10003873808
Saved in:
2
A reduced-form contingent convertible bond model with deterministic conversion intensity
Cheridito, Patrick
;
Xu, Zhikai
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011298892
Saved in:
3
Valuing risky debt : a new model combining structural information with the reduced-form approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 261-271
Persistent link: https://www.econbiz.de/10010366168
Saved in:
4
Valuation of mortgage insurance contracts with counterparty default risk : reduced-form approach
Chang, Chia-Chien
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 303-334
Persistent link: https://www.econbiz.de/10010393952
Saved in:
5
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
6
Assessing mortgage servicing rights using a reduced-form model : considering the effects of interest rate risks, prepayment and default risks, and random state variables
Chiang, Shu Ling
;
Yang, Tyler
;
Tsai, Ming-shann
- In:
Journal of housing economics
32
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011631690
Saved in:
7
A three-factor hazard rate model for single-name credit default swap pricing
Zhong, Yangfan
;
Mi, Yanhui
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 27-63
Persistent link: https://www.econbiz.de/10014546386
Saved in:
8
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
9
A bridge from ruin theory to credit risk
Chen, Cho-Jieh
;
Panjer, Harry
- In:
Review of Quantitative Finance and Accounting
32
(
2009
)
4
,
pp. 373-403
Persistent link: https://www.econbiz.de/10004999600
Saved in:
10
Credit valuation adjustment of cap and floor with counterparty risk : a structural pricing model for vulnerable European options
Kao, Lie Jane
- In:
Review of derivatives research
19
(
2016
)
1
,
pp. 41-64
Persistent link: https://www.econbiz.de/10011742280
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->