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~isPartOf:"Discussion paper / Deutsche Bundesbank"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Credit risk
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Discussion paper / Deutsche Bundesbank
The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
201
Finance research letters
168
Journal of financial stability
118
Discussion papers / CEPR
107
Discussion paper / Centre for Economic Policy Research
85
The journal of credit risk : published quarterly by Incisive Media
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International review of economics & finance : IREF
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ECONIS (ZBW)
56
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11
The default contagion of contingent convertible bonds in financial network
Li, Ping
;
Guo, Yanhong
;
Meng, Hui
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449131
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12
Models of optimal contract in lending : evaluating the impact of diversified versus focused policies on riskiness of borrower base
Firoozi, Fathali
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014225747
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13
Impact of Basel III liquidity regulations on US Bank performance in different conditional profitability spectrums
Veeramoothoo, Sathiavanee
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014225807
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14
Dynamic credit contagion and aggregate loss in networks
Zhang, Xiaoyuan
;
Zhang, Tianqi
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013538977
Saved in:
15
Sensitivity-based Conditional Value at Risk (SCVaR) : an efficient measurement of credit exposure for options
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539080
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16
The impact of non-performing loans on bank lending in Europe : an empirical analysis
Sánchez Serrano, Antonio
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012667745
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17
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
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18
Write-down bonds, credit risk and imperfect information
Zhao, Zhiming
;
Li, Shasha
;
Tang, Huiling
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822068
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19
Valuation of options on the maximum of two prices with default risk under GARCH models
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822187
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20
The impact of economic uncertainty and geopolitical risks on bank credit
Demir, Ender
;
Ozturk Danisman, Gamze
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012822240
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