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Regulatorische und ökonomische Aspekte eines modernen Kreditrisikomanagements
Gann, Philipp - 2011
Persistent link: https://www.econbiz.de/10008842333
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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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The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh; Kuehn, Lars-Alexander; … - In: The review of financial studies 23 (2010) 2, pp. 645-703
Persistent link: https://www.econbiz.de/10003941680
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Capturing credit spread premium
Ng, Kwok-yuen; Phelps, Bruce D. - In: Financial analysts' journal : FAJ 67 (2011) 3, pp. 63-75
Persistent link: https://www.econbiz.de/10009228984
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Negative credit spreads : liquidity and limits to arbitrage
Bhanot, Karan; Guo, Liang - In: The journal of fixed income 21 (2011) 1, pp. 32-41
Persistent link: https://www.econbiz.de/10009314962
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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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Understanding liquidity and credit risks in the financial crisis
Gefang, Deborah; Koop, Gary; Potter, Simon M. - In: Journal of empirical finance 18 (2011) 5, pp. 903-914
Persistent link: https://www.econbiz.de/10009492525
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Financial regulation policy uncertainty and credit spreads in the US
Nodari, Gabriela - In: Journal of macroeconomics 41 (2014), pp. 122-132
Persistent link: https://www.econbiz.de/10010514753
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Issuers' credit risk and pricing of warrants in the recent financial crisis
Schertler, Andrea; Stoerch, Saskia - In: Journal of risk finance : the convergence of financial … 16 (2015) 4, pp. 444-462
Persistent link: https://www.econbiz.de/10011418215
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Corporate innovation, default risk, and bond pricing
Hsu, Po-Hsuan; Lee, Hsiao-Hui; Liu, Alfred Zhu; Zhang, … - In: The journal of corporate finance : contracting, … 35 (2015), pp. 329-344
Persistent link: https://www.econbiz.de/10011421078