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~subject:"Kreditderivat"
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The transformation of banking...
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Kreditderivat
Theorie
21,046
Theory
20,690
Kreditrisiko
20,510
Credit risk
20,346
Zins
18,871
Kreditgeschäft
18,258
Bank lending
17,666
Interest rate
17,577
Zinsstruktur
14,792
Yield curve
14,574
Kredit
13,113
Risikoprämie
12,462
Risk premium
12,330
Credit
10,997
Bank
9,441
Geldpolitik
9,122
Monetary policy
8,894
USA
8,728
United States
8,303
Schätzung
8,278
Estimation
8,062
Finanzkrise
5,446
Financial crisis
5,414
Welt
5,078
World
4,987
Deutschland
4,772
Kapitaleinkommen
4,555
Capital income
4,538
EU-Staaten
4,152
EU countries
4,027
CAPM
3,897
Kreditwürdigkeit
3,848
Credit rating
3,769
Portfolio-Management
3,749
Portfolio selection
3,696
Risikomanagement
3,571
Volatilität
3,440
Risk management
3,412
Volatility
3,387
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Free
1,493
Undetermined
859
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1,652
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1
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3,349
German
127
French
6
Undetermined
5
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Polish
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Author
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Tang, Dragon Yongjun
35
Scheicher, Martin
34
Gündüz, Yalın
24
Augustin, Patrick
23
Subrahmanyam, Marti G.
23
Lee, Jongsub
22
Zhang, Gaiyan
22
Zhong, Zhaodong
22
Zhou, Hao
22
Mayordomo, Sergio
21
Zhu, Haibin
21
Calice, Giovanni
19
Fabozzi, Frank J.
19
Hammoudeh, Shawkat
19
Wang, Xinjie
19
Brigo, Damiano
17
Wang, Sarah Qian
17
Kiesel, Florian
16
Peltonen, Tuomo
16
Vuillemey, Guillaume
16
Aizenman, Joshua
15
Schiereck, Dirk
15
Urban, Jörg
15
Bolton, Patrick
14
Byström, Hans N. E.
14
Gilchrist, Simon
14
Hasan, Iftekhar
14
Ongena, Steven
14
Acharya, Viral V.
13
Cathcart, Lara
13
Gex, Mathieu
13
Lin, Ming-Tsung
13
Naranjo, Andy
13
Pelizzon, Loriana
13
Ters, Kristyna
13
Capponi, Agostino
12
Fender, Ingo
12
Geanakoplos, John
12
Heidorn, Thomas
12
Helwege, Jean
12
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National Bureau of Economic Research
30
Frankfurt School of Finance & Management
7
Europäische Zentralbank / Advisory Group on Market Infrastructures for Securities and Collateral
4
Duale Hochschule Baden-Württemberg Stuttgart
3
Springer Fachmedien Wiesbaden
3
Verlag Dr. Kovač
3
Bank für Internationalen Zahlungsausgleich <Basel>
2
Basel Committee on Banking Supervision
2
Friedrich-Schiller-Universität Jena
2
Mohr Siebeck GmbH & Co. KG
2
Shaker Verlag
2
Bank für Internationalen Zahlungsausgleich / Committee on the Global Financial System
1
Books on Demand GmbH <Norderstedt>
1
Bucerius Law School
1
CFA Institute <Charlottesville, Va.>
1
Centre for Analytical Finance <Århus>
1
Centre for Practical Quantitative Finance <Frankfurt, Main>
1
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Europäische Kommission
1
Europäische Zentralbank
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institut für Wirtschaftsinformatik <Göttingen> / Professur für Anwendungssysteme und E-Business
1
National Centre of Competence in ResearchFinancial Valuation and Risk Management
1
Nationalekonomiska Institutionen <Lund>
1
Nomos Verlagsgesellschaft
1
Otto-Friedrich-Universität Bamberg
1
Springer International Publishing
1
Technische Universität Darmstadt
1
Universität <Bayreuth> / Lehrstuhl BWL I: Finanzwirtschaft und Bankbetriebslehre
1
W. Kohlhammer GmbH
1
Wiley-VCH
1
ibidem-Verlag
1
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Published in...
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Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
38
Finance research letters
37
Journal of financial stability
35
Journal of international financial markets, institutions & money
34
The journal of credit risk : published quarterly by Incisive Media
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
NBER working paper series
30
Journal of international money and finance
27
NBER Working Paper
26
The journal of futures markets
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
24
ECB Working Paper
23
The North American journal of economics and finance : a journal of financial economics studies
23
IMF working papers
22
Journal of empirical finance
22
Discussion paper / Centre for Economic Policy Research
20
Applied economics
19
Economic modelling
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working paper series / European Central Bank
18
Discussion paper
17
Review of finance : journal of the European Finance Association
17
Review of quantitative finance and accounting
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Finance and economics discussion series
16
Swiss Finance Institute Research Paper
16
Research in international business and finance
15
The European journal of finance
14
Economics letters
13
Review of derivatives research
13
SpringerLink / Bücher
13
Staff reports / Federal Reserve Bank of New York
13
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ECONIS (ZBW)
3,398
USB Cologne (EcoSocSci)
53
EconStor
26
USB Cologne (business full texts)
14
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1
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1
The transformation of banking : tying loan interest rates to borrowers' CDS spreads
Ivanov, Ivan T.
;
Santos, João A. C.
;
Vo, Thu
-
2013
We investigate how the introduction of market-based pricing, the practice of tying loan interest rates to
credit
…
Persistent link: https://www.econbiz.de/10010250693
Saved in:
2
Accounting-based compensation and debt contracts
Li, Zhi
;
Wang, Lingling
;
Wruck, Karen H.
-
2018
-
CURRENT DRAFT: February 2, 2018
's
credit
rating improves and CDS spread declines after LTAP grants, suggesting that LTAPs help reduce firms'
credit
risk …
Persistent link: https://www.econbiz.de/10011963302
Saved in:
3
Tying loan interest rates to borrowers' CDS spreads
Ivanov, Ivan T.
;
Santos, João A. C.
;
Vo, Thu
-
2014
Persistent link: https://www.econbiz.de/10011280246
Saved in:
4
Tying Loan Interest Rates to Borrowers' CDS Spreads
Ivanov, Ivan
;
Santos, João A. C.
;
Vo, Thu
-
2017
We investigate how the introduction of market-based pricing, the practice of tying loan interest rates to
credit
…
Persistent link: https://www.econbiz.de/10014352386
Saved in:
5
Impact of sovereign
credit
risk on the Lithuanian interest rate on loans
Kregždė, Arvydas
;
Murauskas, Gediminas
- In:
Mokslo darbai / Ekonomika
94
(
2015
)
2
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011625192
Saved in:
6
Do
credit
default swaps impact lenders' monitoring of loans?
Essaddam, Naceur
;
Hossain, Miran
;
Hussain, Tashfeen
- In:
Review of quantitative finance and accounting
61
(
2023
)
2
,
pp. 567-600
Persistent link: https://www.econbiz.de/10014342044
Saved in:
7
Länderrisikoanalyse im Rahmen moderner Kreditrisikomodelle bei Banken : eine Untersuchung mit besonderem Schwerpunkt auf Marktpreisinformationen von Emerging Markets
Wadé, Markus
-
2003
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001724876
Saved in:
8
Asset pricing factors and bank CDS spreads
Koutmos, Dimitrios
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 19-41
Persistent link: https://www.econbiz.de/10012127819
Saved in:
9
Credit
default swap spreads, fair-value spreads and interest rate dynamics
Yeh, Andy Jia-yuh
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 53-129
Persistent link: https://www.econbiz.de/10009700464
Saved in:
10
Pricing loan CDS with vasicek interest rate under the contagious model
Liu, Yinglin
;
Hao, Ruili
;
Wang, Zuhua
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011583536
Saved in:
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