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Volatilität
Wechselkurs
27,909
Exchange rate
26,082
Kreditrisiko
20,489
Credit risk
19,610
Theorie
13,078
Theory
12,868
Schätzung
5,822
Estimation
5,657
Volatility
5,124
Welt
4,890
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4,834
World
4,805
United States
4,559
Kreditgeschäft
4,425
Bank lending
4,279
Geldpolitik
3,725
Monetary policy
3,562
Wechselkurspolitik
3,521
Exchange rate policy
3,431
Bank
3,316
Finanzkrise
3,036
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3,003
Kaufkraftparität
2,992
Risikomanagement
2,961
Purchasing power parity
2,941
EU-Staaten
2,938
EU countries
2,858
Kreditwürdigkeit
2,833
Insolvenz
2,828
Insolvency
2,814
Credit rating
2,784
Risk management
2,718
Swap
2,463
US-Dollar
2,283
Prognoseverfahren
2,246
Deutschland
2,211
Forecasting model
2,209
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2,195
Basler Akkord
2,194
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Bahmani-Oskooee, Mohsen
71
Caporale, Guglielmo Maria
48
Belke, Ansgar
41
Kočenda, Evžen
29
Hegerty, Scott W.
28
Pierdzioch, Christian
28
Schnabl, Gunther
28
Neely, Christopher J.
24
Sarno, Lucio
24
Spagnolo, Nicola
23
Gros, Daniel
21
Diebold, Francis X.
19
Beine, Michel
18
Frenkel, Michael
18
MacDonald, Ronald
18
Égert, Balázs
18
Brandt, Michael W.
17
Rodriguez, Gabriel
17
Rose, Andrew
17
Aizenman, Joshua
16
Devereux, Michael B.
16
Gupta, Rangan
16
Spagnolo, Fabio
16
Stadtmann, Georg
16
Bollerslev, Tim
15
Härdle, Wolfgang
15
Lanne, Markku
15
Rime, Dagfinn
15
Sucarrat, Genaro
15
Engel, Charles
14
Harvey, Hanafiah
14
Laurent, Sébastien
14
McAleer, Michael
14
Melvin, Michael
14
Bos, Charles S.
13
Frömmel, Michael
13
Gil-Alaña, Luis A.
13
Herwartz, Helmut
13
Kim, Suk-Joong
13
Mahieu, Ronald J.
13
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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European University Institute / Department of Economics
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International Monetary Fund
4
Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Federal Reserve Bank of St. Louis
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Centre for Quantitative Economics & Computing
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Ekonomiska forskningsinstitutet <Stockholm>
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Europäisches Institut für Internationale Wirtschaftsbeziehungen
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Institut für Schweizerisches Bankwesen <Zürich>
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Institut für Weltwirtschaft
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Instituto Valenciano de Investigaciones Económicas
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American Enterprise Institute for Public Policy Research
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Brown University / Department of Economics
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Center for International Development <Cambridge, Mass.>
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
1
Centre d'Etudes Prospectives et d'Informations Internationales
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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Dhanāgār-Heeṅ-P̱raḥdeś-Daiy
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Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
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Federal Reserve Bank of Dallas
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
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Journal of international money and finance
84
Applied economics
63
NBER working paper series
63
The North American journal of economics and finance : a journal of financial economics studies
59
NBER Working Paper
57
Journal of international financial markets, institutions & money
54
Economic modelling
52
Working paper / National Bureau of Economic Research, Inc.
47
International review of economics & finance : IREF
46
International journal of finance & economics : IJFE
42
Finance research letters
41
Applied economics letters
40
Journal of banking & finance
40
CESifo working papers
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Energy economics
37
Applied financial economics
35
International journal of economics and financial issues : IJEFI
35
IMF working papers
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International Journal of Energy Economics and Policy : IJEEP
33
International journal of theoretical and applied finance
33
Research in international business and finance
33
Discussion paper / Centre for Economic Policy Research
32
International review of financial analysis
32
Working paper
31
Economics letters
29
IMF working paper
23
Journal of empirical finance
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of econometrics
21
Journal of risk and financial management : JRFM
21
International economic journal
20
CESifo Working Paper
19
International journal of economics and finance
19
Open economies review
19
The European journal of finance
19
The empirical economics letters : a monthly international journal of economics
19
Cogent economics & finance
18
Computational economics
18
Applied mathematical finance
17
Discussion paper / Tinbergen Institute
17
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ECONIS (ZBW)
5,125
EconStor
115
USB Cologne (business full texts)
6
USB Cologne (EcoSocSci)
4
BASE
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ArchiDok
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OLC EcoSci
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1
Credit default swaps and equity prices : the iTraxx CDS index market
Byström, Hans
- In:
Credit risk : models, derivatives, and management
,
(pp. 69-83)
.
2008
Persistent link: https://www.econbiz.de/10003718323
Saved in:
2
Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
Saved in:
3
Explaining credit default
swap
spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5099-5131
Persistent link: https://www.econbiz.de/10003916314
Saved in:
4
Two problems in financial engineering
Chen, Nan
-
2006
Persistent link: https://www.econbiz.de/10003965291
Saved in:
5
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
6
The pricing of single name credit default
swap
based on jump-diffusion process and volatility with Markov regime shift
Liu, Xianghua
;
Xiao, Xueping
- In:
International journal of services technology and management
20
(
2014
)
1/2/3
,
pp. 71-84
Persistent link: https://www.econbiz.de/10010505392
Saved in:
7
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
8
Explaining credit default
swap
spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
-
2005
Persistent link: https://www.econbiz.de/10003234544
Saved in:
9
Explaining credit default
swap
spreads with equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
-
2005
Persistent link: https://www.econbiz.de/10003113897
Saved in:
10
Credit default swaps and equity prices : the iTraxx CDS index market
Byström, Hans N. E.
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002640666
Saved in:
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