A Simple Econometric Approach for Modeling Stress Event Intensities
Jobst, Rainer, Rösch, Daniel, Scheule, Harald and Schmelzle, Martin (2015) A Simple Econometric Approach for Modeling Stress Event Intensities. Journal of Futures Markets 35 (4), pp. 300-320.Date of publication of this fulltext: 02 Apr 2015 13:48
Article
Alternative links to fulltext
Involved Institutions
Details
| Item type | Article | ||||
| Journal or Publication Title | Journal of Futures Markets | ||||
| Publisher: | WILEY-BLACKWELL | ||||
|---|---|---|---|---|---|
| Place of Publication: | HOBOKEN | ||||
| Volume: | 35 | ||||
| Number of Issue or Book Chapter: | 4 | ||||
| Page Range: | pp. 300-320 | ||||
| Date | April 2015 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) | ||||
| Identification Number |
| ||||
| Keywords | COLLATERALIZED DEBT OBLIGATIONS; EMPIRICAL-ANALYSIS; DEFAULT RISK; CREDIT RISK; MARKET; DETERMINANTS; SPREADS; BONDS; RATES; SWAPS; | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics 500 Science > 510 Mathematics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 31537 |
Export bibliographical data
Owner only: item control page
Altmetric
Altmetric