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isPartOf:"Journal of financial intermediation"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Credit risk"
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Search: subject_exact:"Unternehmensinsolvenz"
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Credit risk
Insolvency
124
Insolvenz
124
Kreditrisiko
50
Theorie
46
Theory
46
Forecasting model
24
Prognoseverfahren
24
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14
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Mues, Christophe
5
Andreeva, Galina
2
Crook, Jonathan N.
2
Danis, András
2
Rösch, Daniel
2
Thomas, Lyn C.
2
Tong, Edward N. C.
2
Yao, Xiao
2
Agarwal, Sumit
1
Alexandre, Michel
1
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1
Antonelli, Fabio
1
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1
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1
Bastos, João A.
1
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1
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1
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1
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1
Borgonovo, Emanuele
1
Bravo, Cristián
1
Brown, Iain
1
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1
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1
Chen, Shunqin
1
Choudhry, Taufiq
1
Clark, Brian
1
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Do, Hung Xuan
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Fabozzi, Frank J.
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1
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1
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Journal of financial intermediation
European journal of operational research : EJOR
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
79
The journal of credit risk : published quarterly by Incisive Media
44
The journal of fixed income
37
The journal of real estate finance and economics
36
Finance research letters
33
Working papers / Federal Reserve Bank of Philadelphia, Research Department
29
Journal of financial economics
25
Risks : open access journal
24
Journal of financial stability
21
Discussion papers / CEPR
19
Economic modelling
19
International journal of theoretical and applied finance
19
The journal of corporate finance : contracting, governance and organization
19
Applied economics
18
Pacific-Basin finance journal
18
NBER working paper series
17
International review of financial analysis
16
Review of finance : journal of the European Finance Association
16
Finance and economics discussion series
15
Journal of economic dynamics & control
15
Journal of empirical finance
14
Journal of financial services research : JFSR
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Journal of international financial markets, institutions & money
14
Journal of risk and financial management : JRFM
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Working paper
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CESifo working papers
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NBER Working Paper
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Insurance / Mathematics & economics
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International journal of forecasting
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Journal of money, credit and banking : JMCB
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Research technical papers
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Review of quantitative finance and accounting
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Working paper / National Bureau of Economic Research, Inc.
12
Applied economics letters
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International review of economics & finance : IREF
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Journal of risk management in financial institutions
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Dark knights : the rise in firm intervention by credit default swap investors
Danis, András
;
Gamba, Andrea
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 952-970
Persistent link: https://www.econbiz.de/10014513864
Saved in:
2
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
3
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
4
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli
;
Faurel, Lucile
;
Mohanram, Partha
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5638-5667
Persistent link: https://www.econbiz.de/10014392963
Saved in:
5
Does the default pecking order impact systemic risk? : evidence from Brazilian data
Alexandre, Michel
;
Silva, Thiago Christiano
;
Michalak, …
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1379-1391
Persistent link: https://www.econbiz.de/10014435019
Saved in:
6
The profitability of online loans : a competing risks analysis on default and prepayment
Li, Zhiyong
;
Li, Aimin
;
Bellotti, Anthony
;
Yao, Xiao
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 968-985
Persistent link: https://www.econbiz.de/10014279674
Saved in:
7
A transformer-based model for default prediction in mid-cap corporate markets
Korangi, Kamesh
;
Mues, Christophe
;
Bravo, Cristián
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 306-320
Persistent link: https://www.econbiz.de/10014283041
Saved in:
8
Credit default swaps and debt specialization
Clark, Brian
;
Donato, James
;
Francis, Bill B.
- In:
Journal of financial intermediation
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014304595
Saved in:
9
Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert
;
Leuenberger, Nicola
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
Saved in:
10
Approximate value adjustments for European claims
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
European journal of operational research : EJOR
300
(
2022
)
3
,
pp. 1149-1161
Persistent link: https://www.econbiz.de/10013207329
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