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~isPartOf:"Economic modelling"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~language:"eng"
~subject:"Theorie"
~subject:"Zinsstruktur"
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Theorie
Zinsstruktur
Credit risk
245
Kreditrisiko
245
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65
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44
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Canals-Cerdá, José J.
2
Farinelli, Simone
2
Fischer, Matthias
2
Jakob, Kevin
2
Jorge, José
2
Li, Shenghong
2
Löderbusch, Matthias
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Lütkebohmert-Holtz, Eva
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Maciag, Jakob
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Aas, Kjersti
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Bansal, Matulya
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Bao, Qunfang
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Bellalah, Mondher
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Ben-Abdallah, Ramzi
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Economic modelling
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
185
International journal of theoretical and applied finance
73
Journal of financial economics
57
The journal of fixed income
54
NBER working paper series
51
European journal of operational research : EJOR
47
Finance research letters
46
NBER Working Paper
44
Journal of financial stability
43
Discussion paper / Centre for Economic Policy Research
42
Discussion papers / CEPR
40
International review of economics & finance : IREF
39
Finance and economics discussion series
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Working paper / National Bureau of Economic Research, Inc.
38
International review of financial analysis
36
The North American journal of economics and finance : a journal of financial economics studies
33
Discussion paper / Tinbergen Institute
32
Working paper series / European Central Bank
32
The journal of corporate finance : contracting, governance and organization
31
Risks : open access journal
30
The journal of risk model validation
30
Discussion paper
29
Insurance / Mathematics & economics
29
Journal of economic dynamics & control
29
Journal of financial intermediation
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Research paper series / Swiss Finance Institute
27
Journal of international financial markets, institutions & money
26
The European journal of finance
26
ECB Working Paper
25
Journal of risk management in financial institutions
25
Review of quantitative finance and accounting
24
Journal of empirical finance
23
Journal of risk and financial management : JRFM
22
The review of financial studies
22
Applied economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
21
CFS working paper series
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ECONIS (ZBW)
112
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1
High-speed rail and local government financing cost : evidence from China
Ruan, Qingsong
;
Lv, Dayong
;
Wei, Xiaokun
- In:
Economic modelling
131
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014451189
Saved in:
2
Climate transition risk and the role of bank capital requirements
Garcia-Villegas, Salomon
;
Martorell, Enric
- In:
Economic modelling
135
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014549081
Saved in:
3
Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi
;
Singh, Manish K.
;
Thomas, Susan
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
Saved in:
4
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
5
Macroeconomic conditions, corporate default, and default clustering
Xing, Kai
;
Luo, Dan
;
Liu, Lanlan
- In:
Economic modelling
118
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014229246
Saved in:
6
Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of defau...
Wosnitza, Jan Henrik
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 75-103
Persistent link: https://www.econbiz.de/10014488513
Saved in:
7
Benchmarking machine learning models to predict corporate bankruptcy
Alanis, Emmanuel
;
Chava, Sudheer
;
Shah, Agam
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 77-110
Persistent link: https://www.econbiz.de/10014488911
Saved in:
8
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
9
Risks of long-term auto loans
Guo, Zhengfeng
;
Zhang, Yan
;
Zhao, Xinlei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014247864
Saved in:
10
Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
Jakob, Kevin
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 29-63
Persistent link: https://www.econbiz.de/10014247865
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