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~subject:"Kreditrisiko"
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Kreditrisiko
USA
47
United States
47
Capital income
36
Kapitaleinkommen
36
Theorie
34
Theory
34
Corporate bond
32
Unternehmensanleihe
31
Börsenkurs
23
Share price
23
Volatility
22
Volatilität
21
Estimation
20
Schätzung
20
Credit risk
18
Forecasting model
17
Prognoseverfahren
17
Aktienmarkt
14
Stock market
14
Yield curve
13
Zinsstruktur
13
Bid-ask spread
12
CAPM
12
Geld-Brief-Spanne
12
Risikoprämie
10
Risk premium
10
Handelsvolumen der Börse
9
Trading volume
9
Asymmetric information
8
Asymmetrische Information
8
Dividend
8
Dividende
8
Insolvency
8
Insolvenz
8
Liquidity
8
Government securities
7
Liquidität
7
Risiko
7
Risk
7
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15
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English
17
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Wu, Chunchi
17
Wang, Junbo
7
Liu, Sheen
6
Lin, Hai
3
Yeh, Chung-Ying
3
Yoo, Woongsun
2
Anderson, Bing
1
Chen, Peimin
1
Chen, Peter Huaiyu
1
Chen, Xi
1
Chung, Kee H.
1
Chung, San-Lin
1
Guo, Xu
1
Kao, Chen-Wei
1
Liu, Sheen X.
1
Qi, Howard
1
Tao, Xinyuan
1
Tao, Xinyuan Stacie
1
Wang, Chao
1
Wu, Di
1
Xie, Yan Alice
1
Zhang, Yue
1
Zhao, Zhenling
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Journal of banking & finance
4
The journal of fixed income
4
Advances in Pacific Basin business, economics, and finance
2
Annals of finance
1
Journal of financial economics
1
Journal of financial markets
1
Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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ECONIS (ZBW)
17
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1
The effects of default and call risk on bond duration
Xie, Yan Alice
;
Liu, Sheen
;
Wu, Chunchi
;
Anderson, Bing
- In:
Journal of banking & finance
33
(
2009
)
9
,
pp. 1700-1708
Persistent link: https://www.econbiz.de/10003872871
Saved in:
2
Dissecting corporate bond and CDS spreads
Lin, Hai
;
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
Saved in:
3
On the calibration of structural credit spread models
Qi, Howard
;
Liu, Sheen
;
Wu, Chunchi
- In:
Annals of finance
5
(
2009
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10003813195
Saved in:
4
Counterparty credit risk in the municipal bond market
Chung, San-Lin
;
Kao, Chen-Wei
;
Wu, Chunchi
;
Yeh, Chung-Ying
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 7-33
Persistent link: https://www.econbiz.de/10011399821
Saved in:
5
Default prediction with dynamic sectoral and macroeconomic frailties
Chen, Peimin
;
Wu, Chunchi
- In:
Journal of banking & finance
40
(
2014
),
pp. 211-226
Persistent link: https://www.econbiz.de/10010402234
Saved in:
6
Liquidity, credit quality, and the relation between volatility and trading activity : evidence from the corporate bond market
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of banking & finance
50
(
2015
),
pp. 183-203
Persistent link: https://www.econbiz.de/10010509587
Saved in:
7
Taxes, default risk, and credit spreads
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 71-85
Persistent link: https://www.econbiz.de/10002421474
Saved in:
8
Optimal trading and tax option value of defaultable bonds with asymmetric capital gain taxes
Chen, Peter Huaiyu
;
Liu, Sheen X.
;
Wu, Chunchi
- In:
Advances in Pacific Basin business, economics, and finance
7
(
2019
),
pp. 27-62
Persistent link: https://www.econbiz.de/10012582240
Saved in:
9
Further evidence of momentum in corporate bond returns
Lin, Hai
;
Tao, Xinyuan Stacie
;
Wang, Junbo
;
Wu, Chunchi
- In:
Advances in Pacific Basin business, economics, and finance
8
(
2020
),
pp. 65-97
Persistent link: https://www.econbiz.de/10012601390
Saved in:
10
Short interest, stock returns and credit ratings
Guo, Xu
;
Wu, Chunchi
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012224662
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