Kay Giesecke
Stanford University(US)
Publications by Year
Research Areas
Credit Risk and Financial Regulations, Stochastic processes and financial applications, Banking stability, regulation, efficiency, Financial Risk and Volatility Modeling, Insurance and Financial Risk Management
Most-Cited Works
- → Affine Point Processes and Portfolio Credit Risk(2010)383 cited
- → Corporate bond default risk: A 150-year perspective(2011)309 cited
- → Handbook on Systemic Risk(2013)262 cited
- → Correlated default with incomplete information(2003)261 cited
- → Exploring the sources of default clustering(2018)216 cited
- → Cyclical correlations, credit contagion, and portfolio losses(2004)187 cited
- → Credit Risk Modeling and Valuation: An Introduction(2003)172 cited
- → Credit contagion and aggregate losses(2005)167 cited
- → Default and information(2005)160 cited