Narrow search
Showing 1 - 10 of 397
Cover Image
Impacts of the financial crisis on eurozone sovereign CDS spreads
Gündüz, Yalın; Kaya, Orcun - In: Journal of international money and finance 49 (2014), pp. 425-442
Persistent link: https://www.econbiz.de/10010464931
Cover Image
CDS pricing with long memory via fractional Lévy processes
Fink, Holger Maria; Scherr, Christian - In: Journal of financial engineering 1 (2014) 4, pp. 1-35
Persistent link: https://www.econbiz.de/10010507970
Cover Image
The effects of sovereign rating drifts on financial return distributions : evidence from the European Union
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 34 (2014), pp. 5-20
Persistent link: https://www.econbiz.de/10010520405
Cover Image
COVID-19 and credit risk : a long memory perspective
Yin, Jie; Han, Bingyan; Wong, Hoi Ying - In: Insurance 104 (2022), pp. 15-34
Persistent link: https://www.econbiz.de/10013264931
Cover Image
A fundamental approach to corporate bond options
Simozar, Saied - In: International journal of financial engineering 11 (2024) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Cover Image
Forecasting probabilities of default and loss rates given default in the presence of selection
Rösch, Daniel; Scheule, Harald - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 393-407
Persistent link: https://www.econbiz.de/10010251696
Cover Image
Approaches to improving bank share value using credit-portfolio management and credit-transfer pricing
Bohn, Jeffrey R.; Stein, Roger M. - In: Journal of investment management : JOIM 11 (2013) 2, pp. 47-72
Persistent link: https://www.econbiz.de/10009763913
Cover Image
The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.; Wu, Tao L.; Yang, Jiarui - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
Cover Image
Convexity and correlation effects in expected credit loss calculations for IFRS9/CECL and stress testing
Chawla, Gaurav; Forest, Lawrence R. <Jr.>; Aguais, Scott D. - In: Journal of risk management in financial institutions 10 (2016/2017) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011670653
Cover Image
Operational loss with correlated frequency and severity : an analytical approach
Stahl, Daniel H. - In: The journal of operational risk 11 (2016) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10011600204