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~subject:"Credit risk"
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Credit risk
Prognoseverfahren
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elastic net
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Bonaccolto, Giovanni
2
Borri, Nicola
2
Consiglio, Andrea
2
Gamba-Santamaria, Santiago
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Melo-Velandia, Luis Fernando
2
Orozco-Vanegas, Camilo
2
Bostancı, Gorkem
1
Härdle, Wolfgang
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ECONIS (ZBW)
7
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1
Financial contagion among the GSIBs and regulatory interventions
Lai, Jennifer Te
;
McNelis, Paul D.
- In:
Journal of financial stability
72
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014565243
Saved in:
2
Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators
Gamba-Santamaria, Santiago
;
Melo-Velandia, Luis Fernando
; …
- In:
The quarterly review of economics and finance
96
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014631557
Saved in:
3
What can credit vintages tell us about non-performing loans?
Gamba-Santamaria, Santiago
;
Melo-Velandia, Luis Fernando
; …
-
2021
Persistent link: https://www.econbiz.de/10012804235
Saved in:
4
Breakup and default risks in the great lockdown
Bonaccolto, Giovanni
;
Borri, Nicola
;
Consiglio, Andrea
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248239
Saved in:
5
Breakup and default risks in the eurozone
Bonaccolto, Giovanni
;
Borri, Nicola
;
Consiglio, Andrea
-
2020
-
This version: March 6, 2020
Persistent link: https://www.econbiz.de/10012387848
Saved in:
6
How connected is the global sovereign credit risk network?
Bostancı, Gorkem
;
Yılmaz, Kamil
-
2015
network structure of global sovereign credit risk. In particular, using the
elastic
net
estimation method, we separately …
Persistent link: https://www.econbiz.de/10011326149
Saved in:
7
Default risk calculation based on predictor selection for the Southeast Asian industry
Härdle, Wolfgang
;
Prastyo, Dedy Dwi
-
2013
optimizes all the parameters within the model. We employ Lasso and
elastic-net
penalty functions as regularization approach. The …
Persistent link: https://www.econbiz.de/10009779289
Saved in:
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