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~subject:"Kreditrisiko"
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Kreditrisiko
Kreditderivat
3,492
Credit derivative
3,375
Credit risk
1,931
Kreditversicherung
775
Theorie
757
Theory
749
Welt
676
World
669
Risikoprämie
643
Finanzkrise
641
Risk premium
630
Financial crisis
626
Derivat
585
Derivative
584
Credit insurance
573
Swap
554
Länderrisiko
473
Country risk
469
Zinsstruktur
401
EU-Staaten
400
Yield curve
399
Öffentliche Anleihe
395
EU countries
393
Public bond
392
USA
342
United States
328
Schätzung
315
Estimation
311
Insolvenz
305
Insolvency
304
Eurozone
267
Öffentliche Schulden
264
Public debt
262
Euro area
261
Börsenkurs
244
Share price
240
Volatility
207
Volatilität
207
Risikomanagement
200
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Free
784
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Tang, Dragon Yongjun
28
Scheicher, Martin
18
Subrahmanyam, Marti G.
17
Augustin, Patrick
16
Fabozzi, Frank J.
16
Zhou, Hao
16
Zhu, Haibin
16
Brigo, Damiano
15
Gündüz, Yalın
15
Wang, Sarah Qian
15
Acharya, Viral V.
12
Cathcart, Lara
12
Ongena, Steven
12
Gilchrist, Simon
11
Lee, Jongsub
11
Yan, Hong
11
Zhang, Gaiyan
11
Capponi, Agostino
10
Kiesel, Florian
10
Naranjo, Andy
10
Calice, Giovanni
9
Herbertsson, Alexander
9
Peltonen, Tuomo
9
Shahzad, Syed Jawad Hussain
9
Silva, Paulo Pereira da
9
Sirmans, Stace
9
Urban, Jörg
9
Wei, Bin
9
Colonnello, Stefano
8
Drechsler, Itamar
8
Giacometti, Rosella
8
Hammoudeh, Shawkat
8
Hasan, Iftekhar
8
Lin, Ming-Tsung
8
Lovreta, Lidija
8
Naifar, Nader
8
Schnabl, Philipp
8
Vuillemey, Guillaume
8
Welzel, Peter
8
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National Bureau of Economic Research
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Frankfurt School of Finance & Management
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Bank für Internationalen Zahlungsausgleich <Basel>
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Basel Committee on Banking Supervision
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Springer Fachmedien Wiesbaden
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Bank für Internationalen Zahlungsausgleich / Committee on the Global Financial System
1
Centre for Analytical Finance <Århus>
1
Centre for Practical Quantitative Finance <Frankfurt, Main>
1
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
1
Econometrisch Instituut <Rotterdam>
1
Europäische Zentralbank
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Friedrich-Schiller-Universität Jena
1
Gottfried Wilhelm Leibniz Universität Hannover
1
National Centre of Competence in ResearchFinancial Valuation and Risk Management
1
Nationalekonomiska Institutionen <Lund>
1
Nomos Verlagsgesellschaft
1
Otto-Friedrich-Universität Bamberg
1
Shaker Verlag
1
Springer International Publishing
1
Universität Regensburg / Institut für Betriebswirtschaftslehre
1
Verlag Dr. Kovač
1
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Published in...
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Journal of banking & finance
41
International journal of theoretical and applied finance
27
Journal of financial stability
25
Journal of international financial markets, institutions & money
25
Finance research letters
24
The journal of fixed income
24
International review of financial analysis
23
The journal of credit risk : published quarterly by Incisive Media
23
Journal of financial economics
21
The journal of futures markets
17
Journal of empirical finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Research paper series / Swiss Finance Institute
16
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
14
ECB Working Paper
14
Economic modelling
14
Journal of international money and finance
14
Review of quantitative finance and accounting
14
Discussion paper
13
The European journal of finance
13
Finance and economics discussion series
12
The journal of structured finance
12
Research in international business and finance
11
IMF working papers
10
International review of economics & finance : IREF
10
Review of derivatives research
10
SpringerLink / Bücher
10
Working paper series / European Central Bank
10
Economics letters
9
Journal of financial services research : JFSR
9
Review of finance : journal of the European Finance Association
9
The journal of corporate finance : contracting, governance and organization
9
Discussion paper / Tinbergen Institute
8
European financial management : the journal of the European Financial Management Association
8
NBER working paper series
8
Quantitative finance
8
SFB 649 discussion paper
8
Swiss Finance Institute Research Paper
8
Working paper series
8
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ECONIS (ZBW)
1,939
EconStor
18
USB Cologne (business full texts)
12
USB Cologne (EcoSocSci)
10
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1
Credit risk management in Greater China
Byström, Hans N. E.
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 582-597
Persistent link: https://www.econbiz.de/10003715013
Saved in:
2
The determinants of credit default swap prices : an industry-based investigation
Sougné, Danielle
;
Heuchenne, Cédric
;
Hübner, Georges
- In:
Credit risk : models, derivatives, and management
,
(pp. 85-96)
.
2008
Persistent link: https://www.econbiz.de/10003718330
Saved in:
3
The determinants of credit default swap rates : an explanatory study
Abid, Fathi
;
Naifar, Nader
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10003285866
Saved in:
4
The stochastic intensity SSRD model implied volatility patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
5
Sato processes in default modeling
Kokholm, Thomas
;
Nicolato, Elisa
-
2009
Persistent link: https://www.econbiz.de/10003805849
Saved in:
6
Are banks different? : evidence form the CDS market
Raunig, Burkhard
;
Scheicher, Martin
-
2009
Persistent link: https://www.econbiz.de/10003810904
Saved in:
7
Die Bewertung von Credit Default Swaps
Wilkens, Sascha
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
38
(
2009
)
3
,
pp. 161-164
Persistent link: https://www.econbiz.de/10003819112
Saved in:
8
Accounting-based versus market-based cross-sectional models of CDS spreads
Das, Sanjiv R.
;
Hanouna, Paul
;
Sarin, Atulya
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 719-730
Persistent link: https://www.econbiz.de/10003820945
Saved in:
9
A framework assessing the systemic risk of major financial institutions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
-
2009
Persistent link: https://www.econbiz.de/10003847632
Saved in:
10
The determinants of credit default swap premia
Ericsson, Jan
;
Jacobs, Kris
;
Oviedo, Rodolfo
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10003854347
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