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~subject:"Kreditrisiko"
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Correlated defaults of UK bank...
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Kreditrisiko
Theorie
629,574
Theory
614,673
USA
42,988
United States
41,813
Schätzung
30,432
Estimation
29,673
Welt
26,936
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24,198
Geldpolitik
22,975
Germany
22,643
Monetary policy
22,244
Credit risk
20,355
Portfolio-Management
19,879
Portfolio selection
19,657
Risiko
18,595
Risk
18,415
Mathematische Optimierung
17,160
Mathematical programming
17,053
Insolvenz
15,772
Insolvency
15,347
Prognoseverfahren
15,189
Forecasting model
14,909
Wirtschaftswachstum
13,425
Zeitreihenanalyse
13,035
Spieltheorie
12,962
Economic growth
12,856
Time series analysis
12,651
Game theory
12,240
Börsenkurs
11,627
Experiment
11,426
Share price
11,422
Asymmetrische Information
10,886
Asymmetric information
10,602
Volatilität
10,600
Wettbewerb
10,441
Schätztheorie
10,419
Volatility
10,346
EU-Staaten
10,337
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Free
8,119
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Ongena, Steven
102
Lucas, André
65
Acharya, Viral V.
61
Altman, Edward I.
61
Rösch, Daniel
60
Peydró, José-Luis
51
Koopman, Siem Jan
50
Schuermann, Til
48
Agarwal, Sumit
47
Saunders, Anthony
47
Gambacorta, Leonardo
42
Scheule, Harald
41
Brigo, Damiano
39
Giesecke, Kay
39
Schwaab, Bernd
39
Caporale, Guglielmo Maria
38
Capponi, Agostino
38
Fabozzi, Frank J.
38
Hamerle, Alfred
37
Hasan, Iftekhar
37
Krahnen, Jan Pieter
35
Monfort, Alain
35
Gilchrist, Simon
34
Düllmann, Klaus
33
Gouriéroux, Christian
33
Tang, Dragon Yongjun
33
Jarrow, Robert A.
32
Duffie, Darrell
31
Longstaff, Francis A.
31
Tarashev, Nikola A.
31
Huschens, Stefan
30
Jiménez, Gabriel
30
Roesch, Daniel
30
Schmieder, Christian
30
Shin, Hyun Song
30
Berger, Allen N.
29
Renne, Jean-Paul
29
Subrahmanyam, Marti G.
29
Allen, David E.
28
Gürtler, Marc
28
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National Bureau of Economic Research
131
Basel Committee on Banking Supervision
62
Frankfurt School of Finance & Management
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Institut für Schweizerisches Bankwesen <Zürich>
17
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
11
International Organization of Securities Commissions
11
National Centre of Competence in Research North South <Bern>
11
Fachhochschule des BFI Wien
10
The Wharton Financial Institutions Center
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European Banking Authority
8
Internationaler Währungsfonds
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Swiss National Centre of Competence in Research North South <Bern>
8
Finanz Colloquium Heidelberg
7
Finanzmarktaufsicht <Wien>
7
Österreichische Nationalbank <Wien>
7
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
London School of Economics and Political Science
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Springer Fachmedien Wiesbaden
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
5
Compagnie française d'assurance pour le commerce extérieur
5
International Association for the Study of Insurance Economics
5
International Association of Insurance Supervisors
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Lehrstuhl für ABWL, Finanzierung und Bankbetriebslehre <Eichstätt-Ingolstadt>
5
Nationalekonomiska Institutionen <Lund>
5
OECD
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USA / General Accounting Office
5
World Bank
5
Bank für Internationalen Zahlungsausgleich <Basel>
4
Europäische Zentralbank
4
Europäisches Parlament / Generaldirektion Interne Politikbereiche der Union / Economic Governance Support Unit
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Finanzstabilität
4
Institut für Weltwirtschaft
4
Institute of Finance and Accounting <London>
4
International Center for Financial Asset Management and Engineering
4
Oesterreichische Nationalbank
4
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Journal of banking & finance
474
Finance research letters
195
Journal of financial stability
171
The journal of credit risk : published quarterly by Incisive Media
165
NBER working paper series
131
The journal of fixed income
122
Journal of financial economics
121
International review of financial analysis
119
Journal of risk management in financial institutions
119
Working paper series / European Central Bank
113
Discussion papers / CEPR
108
International journal of theoretical and applied finance
108
NBER Working Paper
103
Working paper / National Bureau of Economic Research, Inc.
101
IMF working papers
96
Finance and economics discussion series
95
International review of economics & finance : IREF
94
European journal of operational research : EJOR
93
Journal of international financial markets, institutions & money
91
The journal of risk model validation
88
Discussion paper / Centre for Economic Policy Research
86
Research in international business and finance
86
Risks : open access journal
83
Discussion paper
82
Economic modelling
80
Review of quantitative finance and accounting
77
Research paper series / Swiss Finance Institute
76
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
ECB Working Paper
72
Management science : journal of the Institute for Operations Research and the Management Sciences
72
The European journal of finance
70
Journal of financial intermediation
69
The journal of structured finance
69
Applied economics
68
Working papers / Federal Reserve Bank of Philadelphia, Research Department
68
Applied economics letters
67
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of real estate finance and economics
67
SpringerLink / Bücher
65
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ECONIS (ZBW)
19,778
EconStor
292
USB Cologne (EcoSocSci)
233
USB Cologne (business full texts)
180
BASE
11
RePEc
11
ArchiDok
7
OLC EcoSci
7
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1
On the dependence between default risk and recovery rates in structural models
Fermanian, Jean-David
- In:
Annals of economics and statistics
140
(
2020
),
pp. 45-82
Persistent link: https://www.econbiz.de/10012602600
Saved in:
2
Modelling European sovereign default probabilities with copulas
Szetela, Beata
;
Mentel, Grzegorz
;
Brożyna, Jacek
- In:
Economic research
32
(
2019
)
1,2
,
pp. 1716-1726
Persistent link: https://www.econbiz.de/10012433859
Saved in:
3
Default probability estimation via pair copula constructions
Dalla Valle, Luciana
;
De Giuli, Maria Elena
;
Tarantola, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
Saved in:
4
Macro-financial determinants of default probability using copula : a case study of Indonesian banks
Muhajir, Maulana Harris
;
Six, Pierre
;
Ahn, Jung-Hyun
- In:
Bulletin of monetary economics and banking
25
(
2022
)
4
,
pp. 597-622
Persistent link: https://www.econbiz.de/10014265990
Saved in:
5
Stochastische Methoden zur Quantifizierung von versicherungstechnischen Risiken und Kreditrisiken
Maier, Ramona
-
2010
Persistent link: https://www.econbiz.de/10003957402
Saved in:
6
Remarks on composite Bernstein copula and its application to credit risk analysis
Guo, Nan
;
Wang, Fang
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 38-48
Persistent link: https://www.econbiz.de/10011783884
Saved in:
7
Correlated default processes : a criterion-based copula approach
Das, Sanjiv R.
;
Geng, Gary
- In:
Credit risk : models, derivatives, and management
,
(pp. 347-375)
.
2008
Persistent link: https://www.econbiz.de/10003718543
Saved in:
8
Correlated default processes: a criterion-based copula approach
Das, Sanjiv R.
;
Geng, Gary
- In:
The credit market handbook : advanced modeling issues
,
(pp. 186-218)
.
2006
Persistent link: https://www.econbiz.de/10003338134
Saved in:
9
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
10
Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233305
Saved in:
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