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~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
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Theory
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Welt
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CAPM
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Kapitaleinkommen
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Capital income
18,016
EU-Staaten
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Mathematische Optimierung
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16,915
EU countries
16,853
Zeitreihenanalyse
16,523
Time series analysis
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Insolvenz
15,645
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15,221
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Rudebusch, Glenn D.
105
Christensen, Jens H. E.
66
Akram, Tanweer
63
Favero, Carlo A.
53
Bekaert, Geert
51
Wright, Jonathan H.
50
Diebold, Francis X.
47
Wu, Jing Cynthia
47
Monfort, Alain
44
Afonso, António
43
Gollier, Christian
43
Hördahl, Peter
42
Chernov, Mikhail
41
Chiarella, Carl
41
Hamilton, James D.
41
Krippner, Leo
41
Caporale, Guglielmo Maria
40
Campbell, John Y.
39
Thornton, Daniel L.
39
Kim, Don H.
38
Renne, Jean-Paul
38
Mishkin, Frederic S.
36
Wei, Min
36
Dewachter, Hans
35
Kaminska, Iryna
35
Schlögl, Erik
35
Sarno, Lucio
33
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Lemke, Wolfgang
32
Singleton, Kenneth J.
32
Filipović, Damir
31
Joshi, Mark S.
31
Gouriéroux, Christian
30
Jarrow, Robert A.
30
Meldrum, Andrew
30
Bauer, Michael D.
29
Li, Canlin
29
Fabozzi, Frank J.
28
Guidolin, Massimo
28
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National Bureau of Economic Research
273
Institut für Schweizerisches Bankwesen <Zürich>
19
Centre for Analytical Finance <Århus>
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of San Francisco
12
Ekonomiska forskningsinstitutet <Stockholm>
10
Federal Reserve Bank of St. Louis
8
International Monetary Fund
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University of Exeter / Department of Economics
7
Banque de France / Direction des Etudes Economiques et de la Recherche
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Federal Reserve Bank of Cleveland
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National Centre of Competence in Research North South <Bern>
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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World Bank
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Banco Central do Brasil
4
Federal Reserve Bank of New York
4
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Internationaler Währungsfonds / European Department <1>
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Springer Fachmedien Wiesbaden
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Deutsche Forschungsgemeinschaft
3
Erasmus Research Institute of Management
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Europäische Zentralbank
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Innocenzo Gasparini Institute for Economic Research <Mailand>
3
International Center for Financial Asset Management and Engineering
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Internationaler Währungsfonds / Western Hemisphere Department
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OECD
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Reserve Bank of New Zealand
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University of York / Department of Economics and Related Studies
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Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bank of Canada
2
Bank of England / Economics Division
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Center for Economic Analysis <Boulder, Colo.>
2
Center for Economic Research <Tilburg>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve System / Board of Governors
2
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NBER working paper series
269
Working paper / National Bureau of Economic Research, Inc.
239
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
133
Journal of international money and finance
119
Journal of financial economics
116
Working paper series / European Central Bank
112
International journal of theoretical and applied finance
111
Finance and economics discussion series
110
IMF working papers
104
Finance research letters
103
ECB Working Paper
102
Working paper
98
Journal of money, credit and banking : JMCB
93
Economics letters
87
International review of economics & finance : IREF
87
The review of financial studies
85
Applied economics
83
The journal of finance : the journal of the American Finance Association
77
Economic modelling
73
Journal of monetary economics
73
Journal of empirical finance
72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Journal of economic dynamics & control
68
Working papers series / Federal Reserve Bank of San Francisco
68
Applied economics letters
61
Discussion paper
61
Discussion papers / CEPR
61
Journal of financial and quantitative analysis : JFQA
61
Journal of international financial markets, institutions & money
59
The journal of futures markets
59
CESifo working papers
58
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
Finance and stochastics
51
IMF working paper
51
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ECONIS (ZBW)
14,400
EconStor
225
USB Cologne (EcoSocSci)
46
USB Cologne (business full texts)
41
RePEc
5
BASE
3
ArchiDok
3
Other ZBW resources
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OLC EcoSci
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1
Can structural models price default risk? : evidence from bond and credit
derivative
markets
Ericsson, Jan
;
Reneby, Joel
;
Wang, Hao
- In:
The quarterly journal of finance
5
(
2015
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011381483
Saved in:
2
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
3
Essays on credit default
swap
and futures markets
Kuate Kamga, Christel Merlin
-
2015
Persistent link: https://www.econbiz.de/10011449764
Saved in:
4
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:
5
The impact of CDS trading on the bond market : evidence from Asia
Shim, Ilhyock
;
Zhu, Haibin
- In:
Journal of banking & finance
40
(
2014
),
pp. 460-475
Persistent link: https://www.econbiz.de/10010404699
Saved in:
6
Spread Risk Premia in Corporate Credit Default
Swap
Markets
Entrop, Oliver
-
2016
The spread risk premium component of credit default
swap
(CDS) spreads represents a compensation demanded by protection …
Persistent link: https://www.econbiz.de/10013008411
Saved in:
7
Spread risk premia in corporate credit default
swap
markets
Entrop, Oliver
;
Schiemert, Richard
;
Wilkens, Marco
- In:
Credit and capital markets : Kredit und Kapital
47
(
2014
)
4
,
pp. 571-610
Persistent link: https://www.econbiz.de/10010477424
Saved in:
8
Term structure of credit default
swap
liquidity premiums
Leal, Diego
;
Stanhouse, Bryan E.
- In:
The journal of derivatives : JOD
30
(
2023
)
4
,
pp. 47-73
Persistent link: https://www.econbiz.de/10014306869
Saved in:
9
Sovereign bond spreads and credit default
swap
premia : cointegration and causality
Martín García, Margarita
;
Téllez, Cecilia
;
Martín …
- In:
Investment management and financial innovations
11
(
2014
)
2
,
pp. 47-59
Persistent link: https://www.econbiz.de/10010392834
Saved in:
10
A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
Saved in:
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