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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Kreditwürdigkeit"
~subject:"SME"
~subject:"Theorie"
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Search: subject_exact:"Insolvenz"
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Kreditwürdigkeit
SME
Theorie
Insolvency
51
Insolvenz
51
Credit risk
45
Kreditrisiko
45
Theory
22
Credit rating
16
Forecasting model
14
Prognoseverfahren
14
Financial services
11
Finanzdienstleistung
11
credit risk
11
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9
Credit derivative
9
Kreditderivat
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Kreditgeschäft
9
Basel Accord
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Basler Akkord
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Financial crisis
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Finanzkrise
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Portfolio selection
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Portfolio-Management
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Derivat
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Derivative
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loss given default (LGD)
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Consumer credit
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Estimation
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Risikoprämie
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Risk premium
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Swap
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Verbraucherkredit
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credit scoring
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33
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Altman, Edward I.
3
Jakob, Kevin
2
Acar, Sarp Kaya
1
Alanis, Emmanuel
1
Alexandre, Michel
1
Anagnostou, Ioannis
1
Bansal, Matulya
1
Barone, Gaia
1
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1
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1
Du, Yingying
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1
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1
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1
Gumbo, Victor
1
Guo, Nan
1
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1
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1
Hasan, Mohammad
1
Hirk, Rainer
1
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1
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1
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1
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1
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1
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1
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1
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1
Li, Feng
1
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1
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1
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
58
NBER working paper series
54
Working paper / National Bureau of Economic Research, Inc.
49
NBER Working Paper
42
Journal of financial economics
39
European journal of operational research : EJOR
31
The journal of fixed income
29
The review of financial studies
27
Working papers / Federal Reserve Bank of Philadelphia, Research Department
27
Discussion paper / Centre for Economic Policy Research
25
Insurance / Mathematics & economics
25
Journal of economic dynamics & control
25
Applied economics
22
International review of financial analysis
22
The journal of corporate finance : contracting, governance and organization
21
Finance research letters
20
The journal of finance : the journal of the American Finance Association
20
The journal of real estate finance and economics
20
Working paper
20
Economic modelling
19
Discussion paper / Center for Economic Research, Tilburg University
18
FRB of Philadelphia Working Paper
18
Risks : open access journal
18
International review of law and economics
17
Discussion paper / Tinbergen Institute
16
Finance and economics discussion series
16
Discussion paper
15
International journal of theoretical and applied finance
15
CESifo working papers
14
Computational economics
14
Economic theory : official journal of the Society for the Advancement of Economic Theory
14
Economics letters
14
Journal of financial stability
14
Discussion papers / CEPR
13
European economic review : EER
13
Journal of financial intermediation
13
Journal of risk and financial management : JRFM
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Cowles Foundation discussion paper
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ECONIS (ZBW)
33
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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
Stressed distance to default and default risk
Guo, Nan
;
Li, Lingfei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
Saved in:
6
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
Saved in:
7
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:
8
Corporate default risk modeling under distressed economic and financial conditions in a developing economy
Matenda, Frank Ranganai
;
Sibanda, Mabutho
;
Chikodza, Eriyoti
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 89-115
Persistent link: https://www.econbiz.de/10012519965
Saved in:
9
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
10
Review of credit risk and credit scoring models based on computing paradigms in financial institutions
Sharma, Deepika
;
Vashistha, Ashutosh
;
Gupta, Manoj K.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 63-77
Persistent link: https://www.econbiz.de/10012816875
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