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71
How sovereign is sovereign credit risk?
Longstaff, Francis A.
;
Pan, Jun
;
Pedersen, Lasse Heje
; …
-
2007
Persistent link: https://www.econbiz.de/10003616015
Saved in:
72
Kapitalmarktdeduzierte Kreditrisikobepreisung durch das Mapping von Ratingskalen
Ammann, Kai
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003516902
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73
Impact of multiple CDO ratings on credit spreads
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10003875980
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74
Essays on evolution, reputation and rationality
Shapiro, Dmitry
-
2006
Persistent link: https://www.econbiz.de/10003965716
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75
From actual to risk-neutral default probabilities : Merton and beyond
Berg, Tobias
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
1
,
pp. 55-86
Persistent link: https://www.econbiz.de/10003965724
Saved in:
76
Beyond disparate impact : risk-based pricing and disparity in consumer credit history scores
Spader, Jonathan S.
- In:
The review of black political economy
37
(
2010
)
2
,
pp. 61-78
Persistent link: https://www.econbiz.de/10008939392
Saved in:
77
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
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78
Split bond ratings and information opacity premiums
Livingston, Miles
;
Zhou, Lei
- In:
Financial management
39
(
2010
)
2
,
pp. 515-532
Persistent link: https://www.econbiz.de/10009500498
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79
Credit spreads with jump risks and stationary leverage ratio
Kim, Hwa-sung
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
1
,
pp. 53-69
Persistent link: https://www.econbiz.de/10009315272
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80
What is a prime bank? : a Euribor-OIS spread perspective
Taboga, Marco
- In:
International finance
17
(
2014
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10010510539
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