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~person:"Alexandre, Hervé"
~person:"Everling, Oliver"
~person:"Rösch, Daniel"
~person:"Stokes, Jeffrey R."
~subject:"Estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"Kreditrating"
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Alexandre, Hervé
Everling, Oliver
Rösch, Daniel
Stokes, Jeffrey R.
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A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration
Stokes, Jeffrey R.
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 855-878
Persistent link: https://www.econbiz.de/10014342115
Saved in:
2
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
3
Crise de la dette souveraine dans l'Union européenne : transparence des banques et spreads de CDS
Alexandre, Hervé
;
Guillemin, François
; …
- In:
Revue économique : revue bimestrielle
67
(
2016
)
5
,
pp. 1007-1035
Persistent link: https://www.econbiz.de/10011552773
Saved in:
4
Credit risk rating migration and unobserved borrower heterogeneity
Stokes, Jeffrey R.
;
Dressler, Jonathan B.
; …
- In:
Agricultural finance review
68
(
2008
)
2
,
pp. 237-253
Persistent link: https://www.econbiz.de/10003797266
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