| Affine point processes and portfolio credit risk E Errais, K Giesecke, LR Goldberg SIAM Journal on Financial Mathematics 1 (1), 642-665, 2010 | 576* | 2010 |
| Corporate bond default risk: A 150-year perspective K Giesecke, FA Longstaff, S Schaefer, I Strebulaev Journal of financial Economics 102 (2), 233-250, 2011 | 505 | 2011 |
| Credit risk modeling and valuation: An introduction K Giesecke Credit Risk: Models and Management,Vol. 2, D. Shimko (Ed.), Risk Books, 2004, 2004 | 485 | 2004 |
| Correlated default with incomplete information K Giesecke Journal of Banking & Finance 28 (7), 1521-1545, 2004 | 422 | 2004 |
| Exploring the sources of default clustering S Azizpour, K Giesecke, G Schwenkler Journal of Financial Economics, 2016 | 405* | 2016 |
| Deep learning for mortgage risk A Sadhwani, K Giesecke, J Sirignano Journal of Financial Econometrics 19 (2), 313-368, 2021 | 357 | 2021 |
| Cyclical correlations, credit contagion, and portfolio losses K Giesecke, S Weber Journal of Banking & Finance 28 (12), 3009-3036, 2004 | 321 | 2004 |
| Default and information K Giesecke Journal of Economic Dynamics and Control 30 (11), 2281-2303, 2006 | 309 | 2006 |
| Credit contagion and aggregate losses K Giesecke, S Weber Journal of Economic Dynamics and Control 30 (5), 741-767, 2006 | 269 | 2006 |
| A top-down approach to multiname credit K Giesecke, LR Goldberg, X Ding Operations Research 59 (2), 283-300, 2011 | 239 | 2011 |
| Systemic risk: What defaults are telling us K Giesecke, B Kim Management science 57 (8), 1387-1405, 2011 | 207 | 2011 |
| A simple exponential model for dependent defaults K Giesecke Journal of Fixed Income 13 (3), 74-83, 2003 | 203 | 2003 |
| Forecasting default in the face of uncertainty K Giesecke, LR Goldberg Journal of Derivatives 12 (1), 11, 2004 | 158 | 2004 |
| Method and apparatus for an incomplete information model of credit risk LR Goldberg, K Giesecke US Patent 7,536,329, 2009 | 150 | 2009 |
| Assessing the systemic implications of financial linkages JA Chan-Lau, M Espinosa, K Giesecke, JA Solé Global Financial Stability Report, International Monetary Fund, 2009, 2009 | 150 | 2009 |
| Significance tests for neural networks E Horel, K Giesecke Journal of Machine Learning Research 21 (227), 1-29, 2020 | 128 | 2020 |
| Sequential defaults and incomplete information K Giesecke, LR Goldberg Journal of Risk 7, 1-26, 2004 | 126* | 2004 |
| Macroeconomic effects of corporate default crisis: A long-term perspective K Giesecke, FA Longstaff, S Schaefer, IA Strebulaev Journal of Financial Economics 111 (2), 297-310, 2014 | 123 | 2014 |
| Default clustering in large portfolios: typical events K Giesecke, K Spiliopoulos, R Sowers The Annals of Applied Probability,23(1), 348-385, 2013, 2011 | 96 | 2011 |
| Premia for correlated default risk S Azizpour, K Giesecke, B Kim Journal of Economic Dynamics and Control 35 (8), 1340-1357, 2011 | 95 | 2011 |
Lisa GoldbergUniversity of California, BerkeleyVerified email at berkeley.edu
