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Klaus Düllmann · Study
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Author
Klaus Düllmann
5 works
· latest 2011
· 2 institutions
cluster: provisional
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5
i10
5
Citations
215
Works here
5
00
07
11
Most cited in this library
Systemic Risk Contributions: A Credit Portfolio Approach
2011 · 66 citations
A Tractable Model to Measure Sector Concentration Risk in Credit Portfolios
2007 · 55 citations
Risk structure of interest rates: an empirical analysis for Deutschemark‐denominated bonds
2000 · 33 citations
Credit default swap prices as risk indicators of listed German banks
2007 · 31 citations
Credit Spreads Between German and Italian Sovereign Bonds: Do One‐Factor Affine Models Work?
2000 · 30 citations
Works
5 shown
Systemic Risk Contributions: A Credit Portfolio Approach
Journal of Banking & Finance
·
2011
·
2 authors
·
Open access
66
citations
A Tractable Model to Measure Sector Concentration Risk in Credit Portfolios
Journal of Financial Services Research
·
2007
·
2 authors
·
Open access
55
citations
Credit default swap prices as risk indicators of listed German banks
Financial markets and portfolio management
·
2007
·
2 authors
31
citations
Risk structure of interest rates: an empirical analysis for Deutschemark‐denominated bonds
European Financial Management
·
2000
·
3 authors
·
Open access
33
citations
Credit Spreads Between German and Italian Sovereign Bonds: Do One‐Factor Affine Models Work?
Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration
·
2000
·
2 authors
·
Open access
30
citations