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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Hypothek"
~subject:"SME"
~subject:"Theorie"
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Search: subject_exact:"Insolvenz"
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Insolvency
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Insolvenz
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Credit risk
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Kreditrisiko
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Jakob, Kevin
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Alanis, Emmanuel
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The journal of credit risk : published quarterly by Incisive Media
The journal of real estate finance and economics
74
NBER working paper series
66
Working paper / National Bureau of Economic Research, Inc.
58
Journal of banking & finance
57
NBER Working Paper
51
Working papers / Federal Reserve Bank of Philadelphia, Research Department
42
Journal of financial economics
32
European journal of operational research : EJOR
29
FRB of Philadelphia Working Paper
29
The review of financial studies
29
Discussion paper / Centre for Economic Policy Research
26
Journal of economic dynamics & control
26
Insurance / Mathematics & economics
25
The journal of fixed income
24
Working paper
23
Finance and economics discussion series
22
The journal of corporate finance : contracting, governance and organization
20
The journal of finance : the journal of the American Finance Association
20
Economic modelling
19
Journal of housing economics
19
Discussion paper / Center for Economic Research, Tilburg University
18
International review of law and economics
18
Real estate economics : journal of the American Real Estate and Urban Economics Association
18
International review of financial analysis
17
Journal of monetary economics
17
Applied economics
16
CESifo working papers
16
Discussion paper
16
Economics letters
16
Finance research letters
16
Journal of financial stability
16
Risks : open access journal
16
Discussion paper / Tinbergen Institute
15
Journal of financial intermediation
15
Journal of urban economics
15
Research technical papers
15
Economic theory : official journal of the Society for the Advancement of Economic Theory
14
International journal of theoretical and applied finance
14
Computational economics
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ECONIS (ZBW)
28
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1
Dynamic class-imbalanced financial distress prediction based on case-based reasoning integrated with time weighting and resampling
Sun, Jie
;
Sun, Mingyang
;
Zhao, Mengru
;
Du, Yingying
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10014488507
Saved in:
2
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:
3
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:
4
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
Saved in:
5
Merton's model with recovery risk
Cohen, Albert
;
Costanzino, Nick
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 93-118
Persistent link: https://www.econbiz.de/10014546392
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6
A joint model of failures and credit ratings
Hirk, Rainer
;
Vana, Laura
;
Hornik, Kurt
;
Pichler, Stefan
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10012519961
Saved in:
7
Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta
;
Kopciuszewski, Paweł
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
Saved in:
8
Stress testing household debt
Bhutta, Neil
;
Bricker, Jesse
;
Dettling, Lisa J.
; …
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012421176
Saved in:
9
The impact of data aggregation and risk attributes on stress testing models of mortgage default
Li, Feng
;
Zhang, Yan
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
3
,
pp. 35-74
Persistent link: https://www.econbiz.de/10012421199
Saved in:
10
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis
;
Sanchez Rivero, Javier
;
Sourabh, Sumit
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
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