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~subject:"Kreditrisiko"
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Kreditrisiko
Correlation
8,260
Korrelation
7,938
Theorie
2,783
Theory
2,744
Volatility
1,671
Volatilität
1,640
Schätztheorie
1,454
Estimation theory
1,445
Portfolio-Management
1,303
Portfolio selection
1,300
Schätzung
1,285
Estimation
1,277
Zeitreihenanalyse
1,263
Time series analysis
1,230
Kapitaleinkommen
1,216
Capital income
1,215
ARCH-Modell
1,116
ARCH model
1,110
correlation
1,053
Aktienmarkt
1,033
Stock market
1,031
Börsenkurs
956
Share price
947
long memory
705
USA
665
Welt
657
World
656
United States
652
Long memory
645
Prognoseverfahren
536
Forecasting model
534
Risk
451
Risiko
442
Credit risk
421
Financial crisis
374
Finanzkrise
369
statistics
363
equation
360
Financial market
353
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Free
131
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104
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6
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238
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153
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217
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67
Graue Literatur
66
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66
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61
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16
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16
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8
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7
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380
German
10
French
1
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Giesecke, Kay
12
Rösch, Daniel
12
Bethke, Sebastian
8
Blümke, Oliver
7
Witzany, Jiří
7
Huschens, Stefan
6
Erlenmaier, Ulrich
5
Gehde-Trapp, Monika
5
Gersbach, Hans
5
Gouriéroux, Christian
5
Guhr, Thomas
5
Kempf, Alexander
5
Qi, Howard
5
Scheule, Harald
5
Xie, Yan Alice
5
Brigo, Damiano
4
Das, Sanjiv R.
4
Düllmann, Klaus
4
Gagliardini, Patrick
4
Gatarek, Dariusz
4
Geng, Gary
4
Hamerle, Alfred
4
Jabłecki, Juliusz
4
Javadi, Siamak
4
Kiefer, Nicholas M.
4
Liu, Sheen
4
Mühlbacher, Andreas
4
Pallavicini, Andrea
4
Scheicher, Martin
4
Van Vuuren, Gary
4
Weißbach, Rafael
4
Zhu, Haibin
4
Böcker, Klaus
3
Duellmann, Klaus
3
Hillebrand, Martin
3
Koziol, Christian
3
Koziol, Philipp
3
Lee, Shih-Cheng
3
Lee, Yong Woong
3
Lin, Chien-ting
3
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Europäische Kommission / Generaldirektion Energie / Unit Energy Efficiency
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Published in...
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The journal of credit risk : published quarterly by Incisive Media
15
Journal of banking & finance
14
The journal of fixed income
10
The journal of risk model validation
8
Economic modelling
6
International journal of theoretical and applied finance
6
Journal of empirical finance
6
Discussion paper / Deutsche Bundesbank
5
Finance research letters
5
Journal of economic dynamics & control
5
Journal of risk management in financial institutions
5
Applied economics
4
Dresdner Beiträge zu quantitativen Verfahren
4
Risks : open access journal
4
Working paper / Centre for Financial Research
4
Bundesbank Series 2 Discussion Paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Essays on the determinants of corporate bond yield spreads
3
European journal of operational research : EJOR
3
Financial markets and portfolio management
3
IES Working Paper
3
International review of financial analysis
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial engineering
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
AFI
2
CAE working paper
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
Computational economics
2
Credit risk : models, derivatives, and management
2
Discussion paper series / Department of Economics
2
Economics letters
2
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ECONIS (ZBW)
385
EconStor
6
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1
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1
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
Saved in:
2
COVID-19 and credit risk : a long memory perspective
Yin, Jie
;
Han, Bingyan
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 15-34
Persistent link: https://www.econbiz.de/10013264931
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Stressing of migration matrices for IFRS 9 and ICAAP Calculations
Witzany, Jiří
-
2020
Persistent link: https://www.econbiz.de/10012225730
Saved in:
6
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
ETF risk models
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
9
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
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