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Estimation
Finanzkrise
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Theorie
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Gupta, Rangan
106
McAleer, Michael
98
Caporale, Guglielmo Maria
78
Bahmani-Oskooee, Mohsen
72
Belke, Ansgar
62
Pierdzioch, Christian
60
Bollerslev, Tim
51
Cheung, Yin-Wong
50
MacDonald, Ronald
44
Härdle, Wolfgang
43
Koopman, Siem Jan
41
Chinn, Menzie David
40
Hautsch, Nikolaus
37
Buch, Claudia M.
36
Todorov, Viktor
36
Wohar, Mark E.
36
Bouri, Elie
33
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33
Beckmann, Joscha
32
Chang, Chia-Lin
31
Gil-Alaña, Luis A.
30
Herwartz, Helmut
30
Asai, Manabu
29
Reitz, Stefan
29
Taylor, Alan M.
29
Diebold, Francis X.
28
Engle, Robert F.
28
Ma, Feng
28
Miller, Stephen M.
28
Rose, Andrew
28
Mumtaz, Haroon
27
Tiwari, Aviral Kumar
27
Andersen, Torben
26
Balcilar, Mehmet
26
Lucas, André
26
Xuan Vinh Vo
26
Döpke, Jörg
25
Salisu, Afees A.
25
Allen, David E.
24
Frankel, Jeffrey A.
24
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National Bureau of Economic Research
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Institut für Weltwirtschaft
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Springer Fachmedien Wiesbaden
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Universität Mannheim
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Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of St. Louis
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Internationaler Währungsfonds / Research Department
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Federal Reserve Bank of Cleveland
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Kansantaloustieteen Laitos <Tampere>
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Australian National University / Faculty of Economics and Commerce
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Boston College / Department of Economics
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Eric Cuvillier <Firma>
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European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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International Monetary Fund
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Logos Verlag Berlin
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National Institute of Economic and Social Research
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Queen Mary College / Department of Economics
2
Rodney L. White Center for Financial Research
2
Shaker Verlag
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Applied economics
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220
Economic modelling
201
NBER working paper series
197
International review of economics & finance : IREF
191
Journal of international money and finance
189
Energy economics
187
Finance research letters
186
NBER Working Paper
184
Journal of banking & finance
163
Discussion paper / Centre for Economic Policy Research
157
International review of financial analysis
157
Applied economics letters
150
The North American journal of economics and finance : a journal of financial economics studies
147
CESifo working papers
133
Working paper
130
Journal of econometrics
125
Journal of international financial markets, institutions & money
120
Journal of empirical finance
115
Research in international business and finance
114
Applied financial economics
111
Economics letters
103
Discussion paper / Tinbergen Institute
100
International journal of finance & economics : IJFE
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
Journal of risk and financial management : JRFM
79
The journal of futures markets
74
International journal of economics and financial issues : IJEFI
71
Discussion paper
69
The European journal of finance
69
International journal of forecasting
67
Journal of economic dynamics & control
65
International journal of economics and finance
64
Journal of financial economics
64
Discussion papers / CEPR
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
CFS working paper series
56
Pacific-Basin finance journal
56
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ECONIS (ZBW)
16,703
RePEc
10
Other ZBW resources
3
BASE
1
ArchiDok
1
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16,718
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date (oldest first)
1
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
2
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
3
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
4
The determinants of CDS spreads : evidence from the model space
Pelster, Matthias
;
Vilsmeier, Johannes
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 63-118
Persistent link: https://www.econbiz.de/10012055732
Saved in:
5
Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 181-195
Persistent link: https://www.econbiz.de/10011894575
Saved in:
6
Financial contagion among the GSIBs and regulatory interventions
Lai, Jennifer Te
;
McNelis, Paul D.
- In:
Journal of financial stability
72
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014565243
Saved in:
7
Die ökonometrische Bestimmung von Liquiditätsrisiken und deren Einfluss auf Finanzrisikoprognosen
Uffmann, Christina
-
2020
Persistent link: https://www.econbiz.de/10012115141
Saved in:
8
Essays on risk management of financial institutions : systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under...
Claußen, Arndt
-
2015
Credit risk, systematic risk, parameter uncertainty. -
Kreditrisiko
, systematische Risiken, Parameterunsicherheit …
Persistent link: https://www.econbiz.de/10011411507
Saved in:
9
Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos
;
Rivera-Castro, Miguel A.
; …
- In:
Journal of banking & finance
62
(
2016
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
Saved in:
10
Does market risk predict credit risk? : an analysis of firm risk sensitivity, evidence from South Korea
Lim, Hyoungjoo
;
Mali, Dafydd
- In:
Asia-Pacific journal of accounting & economics : APJAE
25
(
2018
)
1/2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10011986366
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