Concepedia

Author

Kay Giesecke

Stanford UniversityORCID

Also Known As

Giesecke, Kay, K. Giesecke, Kay Giesecke, Latest Thinking, Lisa R. Goldberg, Shahriar Azizpour, Stefan Weber

133

Publications

4.8K

Citations

35

H-Index

103

Concepts

All Affiliations

Stanford UniversityCornell UniversityKorea UniversityUniversity of Illinois Urbana-ChampaignUniversity of Pennsylvania
KG

About

Kay Giesecke is an author at Stanford University specializing in finance, business, and management.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

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2

Management

20

24

1.9K

3

Engineering

15

19

731

4

Arts

2

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208

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Natural Sciences

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Kay Giesecke

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60

Publications

4.1K

Citations

32

H-Index

YearCitations

Affine Point Processes and Portfolio Credit Risk

Eymen Errais, Kay Giesecke, Lisa R. Goldberg

SIAM Journal on Financial Mathematics

2010

379

Corporate bond default risk: A 150-year perspective

Kay Giesecke, Francis A. Longstaff, Stephen M. Schaefer,

Journal of Financial Economics

2011

302

Correlated default with incomplete information

Kay Giesecke

Journal of Banking & Finance

2003

261

Exploring the sources of default clustering

Shahriar Azizpour, Kay Giesecke, Gustavo Schwenkler

Journal of Financial Economics

2018

214

Cyclical correlations, credit contagion, and portfolio losses

Kay Giesecke, Stefan Weber

Journal of Banking & Finance

2004

186

Credit Risk Modeling and Valuation: An Introduction

Kay Giesecke

SSRN Electronic Journal

2003

172

Credit contagion and aggregate losses

Kay Giesecke, Stefan Weber

Journal of Economic Dynamics and Control

2005

167

Default and information

Kay Giesecke

Journal of Economic Dynamics and Control

2005

160

Corporate Bond Default Risk: A 150-Year Perspective

Kay Giesecke, Francis A. Longstaff, Stephen M. Schaefer,

2010

153

A Top-Down Approach to Multi-Name Credit

Kay Giesecke, Lisa R. Goldberg, Xiaowei Ding

SSRN Electronic Journal

2009

149

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