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~subject:"Kreditrisiko"
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Kreditrisiko
Theorie
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Poon, Ser-Huang
15
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Lin, Ming-Tsung
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Batiz-Zuk, Enrique
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3
Lee, Yong Woong
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Chan, Ka Kei
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The European journal of finance
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Global credit review
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International review of financial analysis
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ECONIS (ZBW)
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The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
Saved in:
2
Credit contagion in the presence of non-normal shocks
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
International review of financial analysis
37
(
2015
),
pp. 129-139
Persistent link: https://www.econbiz.de/10011317232
Saved in:
3
Modeling the credit contagion channel and its consequences via the standard portfolio credit risk model
Lee, Yong Woong
;
Poon, Ser-Huang
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10010373355
Saved in:
4
Fast approximation of loan portfolio loss
Bai, Jenny
;
Seppälä, Heikki
;
Poon, Ser-Huang
- In:
Global credit review
4
(
2014
),
pp. 67-85
Persistent link: https://www.econbiz.de/10010422179
Saved in:
5
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
Lee, Yong Woong
;
Poon, Ser-Huang
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 69-92
Persistent link: https://www.econbiz.de/10010425019
Saved in:
6
Loan portfolio loss models with more flexible asymmetry and tails for Korean banks and a comparison of their regional concentrations
Lee, Yong Woong
;
Poon, Ser-Huang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
3
,
pp. 118-139
Persistent link: https://www.econbiz.de/10011404418
Saved in:
7
Rating-based CDS curves
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
Saved in:
8
Slow- and fast-moving information content of CDS spreads : new endogenous systematic factors
Lin, Ming-Tsung
;
Kolokolova, Olga
;
Poon, Ser-Huang
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 136-157
Persistent link: https://www.econbiz.de/10012424932
Saved in:
9
Structural credit loss distributions under non-normality
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 56-75
Persistent link: https://www.econbiz.de/10009783200
Saved in:
10
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
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