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~subject:"Risikomanagement"
~subject:"Value-at-Risk"
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EVT
Risikomanagement
Value-at-Risk
credit risk
Risikomaß
7,521
Risk measure
7,499
Theorie
4,458
Theory
4,418
Kreditderivat
3,366
Credit derivative
3,363
Portfolio-Management
2,973
Portfolio selection
2,960
Credit risk
2,484
Kreditrisiko
2,466
Risk management
2,436
Risk
2,215
Risiko
2,206
Schätzung
1,488
Estimation
1,474
Volatility
1,256
Volatilität
1,249
Messung
1,210
Statistische Verteilung
1,204
Statistical distribution
1,197
Measurement
1,190
Welt
1,189
World
1,178
ARCH-Modell
1,132
ARCH model
1,126
Financial crisis
1,109
Finanzkrise
1,097
Prognoseverfahren
1,003
Forecasting model
1,000
Kapitaleinkommen
947
Capital income
944
Multivariate Verteilung
878
Multivariate distribution
878
Risikoprämie
779
Risk premium
775
Derivative
702
Derivat
701
Bank risk
674
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Free
1,139
Undetermined
1,087
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Article
1,991
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1,228
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3
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2
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Article in journal
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15
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research-article
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McAleer, Michael
39
Wang, Ruodu
29
Stoja, Evarist
25
Härdle, Wolfgang
24
Daníelsson, Jón
20
Embrechts, Paul
20
Chang, Chia-Lin
19
Gerlach, Richard
17
Polanski, Arnold
17
Mao, Tiantian
15
Vries, Casper G. de
15
Ardia, David
14
Allen, David E.
13
Puccetti, Giovanni
13
Roszbach, Kasper
13
Farkas, Walter
12
Hammoudeh, Shawkat
12
Kratz, Marie
12
Rüschendorf, Ludger
11
Hoogerheide, Lennart
10
Karmakar, Madhusudan
10
Lindé, Jesper
10
Mittnik, Stefan
10
Pérez Amaral, Teodosio
10
Broll, Udo
9
Cai, Jun
9
Caporin, Massimiliano
9
Cheung, Ka Chun
9
Christoffersen, Peter F.
9
Dijk, Herman K. van
9
Dowd, Kevin
9
Ghorbel, Ahmed
9
Hautsch, Nikolaus
9
Hoogerheide, Lennart F.
9
Hurlin, Christophe
9
Härdle, Wolfgang Karl
9
Jacobson, Tor
9
Jiménez-Martín, Juan-Ángel
9
Liu, Haiyan
9
Righi, Marcelo Brutti
9
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
26
HAL
16
Tinbergen Instituut
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
11
Business School, University of Sydney
8
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
7
Tinbergen Institute
7
EconWPA
6
Center for Financial Studies
5
Department of Economics and Finance, College of Business and Economics
5
International Monetary Fund (IMF)
5
Society for Computational Economics - SCE
5
Sveriges Riksbank
5
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
4
Institute of Economic Research, Kyoto University
4
Springer Fachmedien Wiesbaden
4
Université Paris-Dauphine (Paris IX)
4
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
3
Department of Economics, University of Crete
3
Economics Department, Fordham University
3
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
3
Fakultät für Wirtschaftswissenschaften, Technische Universität München
3
Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
3
National Bureau of Economic Research
3
Springer-Verlag GmbH
3
VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
3
de Nederlandsche Bank
3
Banca d'Italia
2
Books on Demand GmbH <Norderstedt>
2
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Departamento de Economía, Universidad Carlos III de Madrid
2
Department of Agribusiness and Applied Economics, North Dakota State University
2
Deutsche Bundesbank
2
Fachbereich Rechts- und Wirtschaftswissenschaften, Technische Universität Darmstadt
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Faculty of Economics, University of Cambridge
2
Finance Discipline Group, Business School
2
Hong Kong Monetary Authority
2
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
2
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Published in...
All
Insurance / Mathematics & economics
107
Risks : open access journal
62
Journal of banking & finance
60
Journal of risk
42
European journal of operational research : EJOR
41
Finance research letters
39
Economic modelling
31
Discussion paper / Tinbergen Institute
30
Energy economics
29
The North American journal of economics and finance : a journal of financial economics studies
29
The journal of operational risk
27
International review of financial analysis
26
MPRA Paper
26
Quantitative finance
25
The journal of risk model validation
23
Journal of risk management in financial institutions
22
Journal of risk and financial management : JRFM
21
Applied economics
19
International journal of forecasting
19
International journal of theoretical and applied finance
19
International review of economics & finance : IREF
19
Tinbergen Institute Discussion Paper
19
Tinbergen Institute Discussion Papers
19
Journal of empirical finance
18
The European journal of finance
17
Journal of econometrics
16
Research paper series / Swiss Finance Institute
16
SpringerLink / Bücher
15
The journal of credit risk : published quarterly by Incisive Media
15
Journal of mathematical finance
14
Research in international business and finance
14
Finance and stochastics
13
Journal of Banking & Finance
13
Journal of international financial markets, institutions & money
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Working papers
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
CORE Discussion Papers
11
Insurance: Mathematics and Economics
11
International journal of risk assessment and management : IJRAM
11
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Source
All
ECONIS (ZBW)
2,700
RePEc
389
EconStor
96
USB Cologne (EcoSocSci)
16
BASE
15
Other ZBW resources
7
USB Cologne (business full texts)
1
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date (oldest first)
1
Energy portfolio risk management using time-varying
copula
methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni
;
Ghorbel, Ahmed
;
Khoufi, Walid
- In:
American journal of finance and accounting
5
(
2018
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Saved in:
2
Dependence in credit default swap and equity markets : dynamic
copula
with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
3
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
4
Copula
-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
5
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
6
Measurement of operational risk regulatory capital in the banking sector : developed countries versus emerging markets
Hassanein, Medhat
;
Bouaddi, Mohammed
;
Karim, Talha
- In:
The journal of operational risk
16
(
2021
)
1
,
pp. 12-43
Persistent link: https://www.econbiz.de/10013168027
Saved in:
7
Is Bitcoin a better portfolio diversifier than gold? : a
copula
and sectoral analysis for China
Pho, Kim-Hung
;
Ly, Sel
;
Lu, Richard
;
Hoang, Thi Hong Van
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
Saved in:
8
Dependency between risks and the insurer's economic capital : a
copula
-based GARCH model
Shim, Jeungbo
;
Lee, Seung-Hwan
- In:
Asia-Pacific journal of risk and insurance : APJRI
11
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011671161
Saved in:
9
Estimating expected and unexpected losses for agricultural mortgage portfolios
Dressler, Jonathan B.
;
Tauer, Loren W.
- In:
American journal of agricultural economics
98
(
2016
)
5
,
pp. 1470-1485
Persistent link: https://www.econbiz.de/10011635556
Saved in:
10
Alternative capital requirement for insurers : possibilities and issues
Zariņa, Ilze
;
Voronova, Irina
;
Pettere, Gaida
- In:
International journal of economics and business …
21
(
2021
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10012508726
Saved in:
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