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The Economic Role of Jumps and Recovery Rates in the Market..:

Schneider, Paul ; Sögner, Leopold ; Veža, Tanja
The Journal of Financial and Quantitative Analysis. 45 (2010) 6 - p. 1517-1547 , 2010

Link: https://www.jstor.org/stable/27919575

RT Journal
T1 <Title>The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-27919575&Exemplar=1&LAN=DE
				
A1 Schneider, Paul
A1 Sögner, Leopold
A1 Veža, Tanja
PB Cambridge University Press
YR 2010
SN 0022-1090
SN 1756-6916
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial management
K1 Financial risk
K1 Nonsystemic risk
K1 Credit risk
K1 Law
K1 Civil law
K1 Contract law
K1 Contracts
K1 Financial contracts
K1 Derivative contracts
K1 Security swaps
K1 Credit default swaps
K1 Mathematics
K1 Applied mathematics
K1 Statistics
K1 Applied statistics
K1 Statistical models
K1 Parametric models
K1 Statistical analysis
K1 Quantitative analysis
K1 Information science
K1 Data products
K1 Datasets
K1 Time series
K1 Applied economics
K1 Economic modeling
K1 Economic models
K1 Financial instruments
K1 Loans
K1 Loan financing
K1 Loan defaults
K1 Business
K1 Business operations
K1 Commerce
K1 Financial transactions
K1 Payments
K1 Applied sciences
K1 Research methods
K1 Modeling
K1 Pure mathematics
K1 Probability theory
K1 Stochastic models
JF The Journal of Financial and Quantitative Analysis
VO 45
IS 6
SP 1517
OP 1547
LK http://dx.doi.org/https://www.jstor.org/stable/27919575
DO https://www.jstor.org/stable/27919575
SF ELIB - SuUB Bremen

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