Narrow search
Showing 1 - 10 of 20,515
Cover Image
The consequences of costly default
Harris, Richard G. - 1975
Persistent link: https://www.econbiz.de/10002647192
Cover Image
Sharing the risk of settlement failure
Fujiki, Hiroshi; Green, Edward J.; Yamazaki, Akira - 1999
"Two policies toward payments-system risk are common, but superficially appear to be contradictory. One policy is to restrict the exposure to risk generated by one participant to other participants who are, by one measure or another, directly concerned with the risky participant. The other...
Persistent link: https://www.econbiz.de/10001372179
Cover Image
Determinants of the dollar value of default risk : a put option perspective
Chu, Quentin C.; Lin, Yun-Yung - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10001748010
Cover Image
A model for corporate bonds and the pricing of interest rate swaps with credit risk
Sun, Tong-sheng - In: International journal of business 1 (1996) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001201543
Cover Image
An analysis of the ex ante probabilities of mortgage prepayment and default
Yang, Tyler T.; Buist, Henry; Megbolugbe, Isaac F. - In: Real estate economics : journal of the American Real … 26 (1998) 4, pp. 651-676
Persistent link: https://www.econbiz.de/10001356962
Cover Image
Cross-border mergers and acquisitions and default risk
Koerniadi, Hardjo; Krishnamurti, Chandrasekhar; Tourani … - In: International review of financial analysis 42 (2015), pp. 336-348
Persistent link: https://www.econbiz.de/10011573521
Cover Image
Risk measures and capital requirements : a critique of the Solvency II approach
Floreani, Alberto - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 189-212
Persistent link: https://www.econbiz.de/10009752627
Cover Image
Life is cheap : using mortality bonds to hedge aggregate mortality risk
Friedberg, Leora (contributor); Webb, Anthony (contributor) - In: The B.E. journal of economic analysis & policy 7 (2007) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10003741708
Cover Image
Life is cheap : using mortality bonds to hedge aggregate mortality risk
Friedberg, Leora (contributor); Webb, Anthony (contributor) - 2006
Persistent link: https://www.econbiz.de/10003329662
Cover Image
In search of distress risk
Campbell, John Y.; Hilscher, Jens; Szilagyi, Jan - 2006
Persistent link: https://www.econbiz.de/10003357969