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Theorie
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Bollerslev, Tim
76
Diebold, Francis X.
65
Koopman, Siem Jan
65
Fabozzi, Frank J.
63
McAleer, Michael
62
Härdle, Wolfgang
53
Lucas, André
53
Lux, Thomas
48
Aizenman, Joshua
47
Andersen, Torben
45
Jarrow, Robert A.
38
Chiarella, Carl
36
Giesecke, Kay
36
Fernández-Villaverde, Jesús
35
Geanakoplos, John
35
Gupta, Rangan
35
Gouriéroux, Christian
34
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32
Hautsch, Nikolaus
32
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30
Pierdzioch, Christian
30
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29
Broll, Udo
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Asai, Manabu
27
He, Zhiguo
27
Herwartz, Helmut
27
Schlag, Christian
27
Brigo, Damiano
26
Campbell, John Y.
26
Huschens, Stefan
25
Li, Kai
25
Gottardi, Piero
24
Hafner, Christian M.
24
Todorov, Viktor
24
Aghion, Philippe
23
Agénor, Pierre-Richard
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23
Christoffersen, Peter F.
23
Ghysels, Eric
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Instituto Valenciano de Investigaciones Económicas
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Springer Fachmedien Wiesbaden
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Frank J. Fabozzi Associates <New Hope, Pa.>
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The Wharton Financial Institutions Center
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Institute of Finance and Accounting <London>
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Centre for Analytical Finance <Århus>
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Basel Committee on Banking Supervision
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Center for Economic Research <Tilburg>
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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Federal Reserve System / Division of Research and Statistics
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Universität Augsburg / Institut für Volkswirtschaftslehre
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World Bank
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Birkbeck College / Department of Economics
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Centre for Economic Policy Research
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Federal Reserve Bank of San Francisco
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Svenska Handelshögskolan <Helsinki>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Universität Zürich / Institut für Schweizerisches Bankwesen
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Bank of England
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Federal Reserve Bank of Richmond
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Federal Reserve System / Board of Governors
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut for Finansiering <Frederiksberg>
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Institut für Weltwirtschaft
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International Monetary Fund
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
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Journal of banking & finance
305
NBER working paper series
275
Working paper / National Bureau of Economic Research, Inc.
257
NBER Working Paper
244
Discussion paper / Centre for Economic Policy Research
161
International journal of theoretical and applied finance
148
Journal of financial economics
140
Journal of econometrics
135
Finance research letters
133
Discussion paper / Tinbergen Institute
127
Economic modelling
123
Economics letters
121
Journal of economic dynamics & control
121
The review of financial studies
104
Journal of empirical finance
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
103
Working paper
97
International review of financial analysis
96
International review of economics & finance : IREF
95
International journal of forecasting
92
Applied economics
88
The European journal of finance
86
The journal of credit risk : published quarterly by Incisive Media
82
European journal of operational research : EJOR
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
The journal of finance : the journal of the American Finance Association
76
The journal of fixed income
76
Computational economics
75
Journal of international money and finance
74
Discussion paper
73
Applied economics letters
72
Journal of monetary economics
72
Research paper series / Swiss Finance Institute
71
Discussion papers / CEPR
70
Journal of forecasting
70
The North American journal of economics and finance : a journal of financial economics studies
70
Finance and economics discussion series
69
Risks : open access journal
69
Insurance / Mathematics & economics
67
Quantitative finance
64
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ECONIS (ZBW)
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EconStor
382
USB Cologne (EcoSocSci)
9
OLC EcoSci
2
ArchiDok
1
RePEc
1
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1
Kursänderungsrisiken festverzinslicher Wertpapiere
Schulte, Reinhard
-
1996
Persistent link: https://www.econbiz.de/10000590464
Saved in:
2
Die Duration im Zinsrisikomanagement : Finanzinnovationen und bonitätsrisikobehaftete Fremdkapitaltitel
Gnad, Karlheinz
-
1996
Persistent link: https://www.econbiz.de/10000944558
Saved in:
3
Hedging bonds subject to credit risk
Skinner, Frank S.
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 321-345
Persistent link: https://www.econbiz.de/10001238387
Saved in:
4
An exit-probability-based approach for the valuation of defaultable securities
Caramellino, Lucia
;
Iovino, Maria Gabriella
- In:
The journal of computational finance
6
(
2002
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001704737
Saved in:
5
Essays on credit risk, interest rate risk and macroeconomic risk
Hou, Yuanfeng
-
2003
Persistent link: https://www.econbiz.de/10003628359
Saved in:
6
Hedging short-term interest risk under time-varying distributions
Gagnon, Louis
- In:
The journal of futures markets
15
(
1995
)
7
,
pp. 767-783
Persistent link: https://www.econbiz.de/10001190088
Saved in:
7
Intertemporal forecasts of defaulted
bond
recoveries and portfolio losses
Kalotay, Egon A.
;
Altman, Edward I.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 433-463
Persistent link: https://www.econbiz.de/10011778628
Saved in:
8
Stress testing of financial systems : an overview of issues, methodologies, and FSAP experiences
Blaschke, Winfrid
;
Jones, Matthew T.
;
Majnoni, Giovanni
; …
-
2001
Persistent link: https://www.econbiz.de/10001612421
Saved in:
9
Inferring default correlation from equity return correlation
Liu, Sheen
;
Qi, Howard
;
Shi, Jian
;
Xie, Yan Alice
- In:
European financial management : the journal of the …
21
(
2015
)
2
,
pp. 333-359
Persistent link: https://www.econbiz.de/10010516668
Saved in:
10
Structural recovery of face value at default
Guha, Rajiv
;
Sbuelz, Alessandro
;
Tarelli, Andrea
- In:
European journal of operational research : EJOR
283
(
2020
)
3
,
pp. 1148-1171
Persistent link: https://www.econbiz.de/10012171774
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