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ECONIS (ZBW)
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1
Pricing corporate bonds and constructing credit curves in a developing country : the case of the Taiwan bond fund crisis
Lee, Shyan Yuan
;
Chiou, Wan-jiun Paul
;
Chung, Yi Fang
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 261-274
Persistent link: https://www.econbiz.de/10011754124
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2
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:
3
Estimating loss-given default through advanced credibility theory
Bonini, Stefano
;
Caivano, Giuliana
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1351-1362
Persistent link: https://www.econbiz.de/10011715432
Saved in:
4
Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
Saved in:
5
Forecasting loss given default of bank loans with multi-stage model
Tanoue, Yuta
;
Kawada, Akihiro
;
Yamashita, Satoshi
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 513-522
Persistent link: https://www.econbiz.de/10011922923
Saved in:
6
The implications of credit risk modeling for banks’ loan loss provisions and loan-origination procyclicality
Bhat, Gauri
;
Ryan, Stephen G.
;
Vyas, Dushyantkumar
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2116-2141
Persistent link: https://www.econbiz.de/10012039734
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7
Time to default in credit scoring using survival analysis : a benchmark study
Dirick, Lore
;
Claeskens, Gerda
;
Baesens, Bart
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
6
,
pp. 652-665
Persistent link: https://www.econbiz.de/10011656882
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8
Macro-economic factors in credit risk calculations : including time-varying covariates in mixture cure models
Dirick, Lore
;
Bellotti, Tony
;
Claeskens, Gerda
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10012176446
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9
EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks
Kristóf, Tamás
;
Virág, Miklós
- In:
Research in international business and finance
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014240075
Saved in:
10
Recovery process optimization using survival regression
Witzany, Jiří
;
Kozina, Anastasiia
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 5269-5296
Persistent link: https://www.econbiz.de/10013445613
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