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~person:"Cornaggia, Kimberly J."
~person:"Crook, Jonathan N."
~person:"Norden, Lars"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Reprint"
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Search: subject:"credit scoring"
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Cornaggia, Kimberly J.
Crook, Jonathan N.
Norden, Lars
Ap Gwilym, Owain
18
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16
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14
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13
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ECONIS (ZBW)
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1
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie
;
Crook, Jonathan N.
;
Calabrese, Raffaella
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940
Saved in:
2
Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
Journal of the Operational Research Society
74
(
2023
)
7
,
pp. 1763-1774
Persistent link: https://www.econbiz.de/10014336309
Saved in:
3
Rating agency fees : pay to play in public finance?
Cornaggia, Jess
;
Cornaggia, Kimberly J.
;
Israelsen, Ryan
- In:
The review of financial studies
36
(
2023
)
5
,
pp. 2004-2045
Persistent link: https://www.econbiz.de/10014320602
Saved in:
4
Joint models for longitudinal and discrete survival data in
credit
scoring
Medina-Olivares, Victor
;
Calabrese, Raffaella
;
Crook, …
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1457-1473
Persistent link: https://www.econbiz.de/10014283003
Saved in:
5
Opioid crisis effects on municipal finance
Cornaggia, Kimberly J.
;
Hund, John
;
Nguyen, Giang H.
; …
- In:
The review of financial studies
35
(
2022
)
4
,
pp. 2019-2066
Persistent link: https://www.econbiz.de/10013188946
Saved in:
6
To change or not to change? The CDS market response of firms on credit watch
Kiesel, Florian
;
Kolaric, Sascha
;
Norden, Lars
; …
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819590
Saved in:
7
Negative news and the stock market impact of tone in rating reports
Löffler, Gunter
;
Norden, Lars
;
Rieber, Alexander
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013256478
Saved in:
8
Where the heart is : information production and the home bias
Cornaggia, Jess
;
Cornaggia, Kimberly J.
;
Israelsen, Ryan D.
- In:
Management science : journal of the Institute for …
66
(
2020
)
12
,
pp. 5532-5557
Persistent link: https://www.econbiz.de/10012391390
Saved in:
9
Retail credit stress testing using a discretee hazard model with macroeconomic factors
Bellotti, Tony
;
Crook, Jonathan N.
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 340-350
Persistent link: https://www.econbiz.de/10010251708
Saved in:
10
Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 697-709
Persistent link: https://www.econbiz.de/10011890372
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