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~subject:"Insolvenz"
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Liquidity and central clearing...
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Insolvenz
Kreditrisiko
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Derivat
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Bankrisiko
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credit risk
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Acharya, Viral V.
23
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Pesaran, M. Hashem
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Rösch, Daniel
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Gale, Douglas
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Treutler, Björn-Jakob
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Chi, Guotai
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Deng, Yongheng
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Kelly, Robert
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Scheule, Harald
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Zhang, Xuan
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An, Xudong
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Chan-Lau, Jorge A.
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Colonnello, Stefano
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Davydenko, Sergei A.
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Hatchondo, Juan Carlos
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Martinez, Leonardo
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Mues, Christophe
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O'Toole, Conor
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Ríos-Rull, José-Víctor
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Sanchez, Juan M.
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Srinivasan, Anand
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Chiu, Wan-Chien
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Corbae, Dean
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Jagtiani, Julapa
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8
Moore, John
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Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
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Bundesverband Credit Management / Bundeskongress <2015, Würzburg>
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Eidgenössische Technische Hochschule Zürich
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Finanz Colloquium Heidelberg
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Journal of banking & finance
80
The journal of credit risk : published quarterly by Incisive Media
45
Finance research letters
37
The journal of fixed income
37
The journal of real estate finance and economics
36
European journal of operational research : EJOR
29
Working papers / Federal Reserve Bank of Philadelphia, Research Department
29
Journal of financial economics
25
Risks : open access journal
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Journal of financial stability
21
Discussion papers / CEPR
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Economic modelling
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Applied economics
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International journal of theoretical and applied finance
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NBER working paper series
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The journal of corporate finance : contracting, governance and organization
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International review of financial analysis
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Pacific-Basin finance journal
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of empirical finance
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Journal of financial services research : JFSR
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Journal of international financial markets, institutions & money
14
Journal of risk and financial management : JRFM
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NBER Working Paper
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Review of quantitative finance and accounting
13
Working paper / National Bureau of Economic Research, Inc.
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Insurance / Mathematics & economics
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International journal of forecasting
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Journal of money, credit and banking : JMCB
12
Research technical papers
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Applied economics letters
11
Journal of risk management in financial institutions
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of risk model validation
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
1
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1
Debt market illiquidity and correlated default risk
Javadi, Siamak
;
Mollagholamali, Mohsen
- In:
Finance research letters
26
(
2018
),
pp. 266-273
Persistent link: https://www.econbiz.de/10012005695
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
The reward for trading illiquid maturities in credit default swap markets
Arakelyan, Armen
;
Rubio, Gonzalo
;
Serrano, Pedro
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 376-389
Persistent link: https://www.econbiz.de/10011572470
Saved in:
4
The end of the waterfall : default resources of central counterparties
Cont, Rama
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 365-389
Persistent link: https://www.econbiz.de/10011531210
Saved in:
5
Central counterparty auctions and loss allocation
Oleschak, Robert
-
2019
Persistent link: https://www.econbiz.de/10012174127
Saved in:
6
Life after default : dealer intermediation and recovery in defaulted corporate bonds
Baumann, Friedrich
;
Livdan, Dmitry
;
Kakhbod, Ali
; …
-
2023
Persistent link: https://www.econbiz.de/10014370599
Saved in:
7
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
8
Assessing financial distress dependencies in OTC markets : a new approach using trade repositories data
Bonollo, Michele
;
Crimaldi, Irene
;
Flori, Andrea
; …
- In:
Financial markets and portfolio management
30
(
2016
)
4
,
pp. 397-426
Persistent link: https://www.econbiz.de/10011701403
Saved in:
9
Life after default: dealer intermediation and recovery in defaulted corporate bonds
Baumann, Friedrich
;
Kakhbod, Ali
;
Livdan, Dmitry
; …
-
2023
Persistent link: https://www.econbiz.de/10014482895
Saved in:
10
Business cycle and credit risk modeling with jump risks
Jang, Bong-Gyu
;
Rhee, Yuna
;
Yoon, Ji Hee
- In:
Journal of empirical finance
39
(
2016
),
pp. 15-36
Persistent link: https://www.econbiz.de/10011663259
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