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ECONIS (ZBW)
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1
Explainable models of credit losses
Bastos, João A.
;
Matos, Sara M.
- In:
European journal of operational research : EJOR
301
(
2022
)
1
,
pp. 386-394
Persistent link: https://www.econbiz.de/10013207383
Saved in:
2
The bank as Grim Reaper : debt composition and
bankruptcy
thresholds
Carey, Mark S.
;
Gordy, Michael B.
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1092-1108
Persistent link: https://www.econbiz.de/10012875930
Saved in:
3
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
4
Credit markets and bubbles : is the benign credit cycle over?
Altman, Edward I.
;
Kuehne, Brenda J.
- In:
Economics and business review
2
(
2016
)
3
,
pp. 20-31
Persistent link: https://www.econbiz.de/10011634955
Saved in:
5
Serving the creditors after insolvency filings : from value creation to value distribution
Blazy, Régis
;
Petey, Joël
;
Weill, Laurent
- In:
European journal of law and economics
45
(
2018
)
2
,
pp. 331-375
Persistent link: https://www.econbiz.de/10011980022
Saved in:
6
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
7
Estimating the recovery rates for unsecured loans to small sized firms
Toshiro, Masahiro
;
Tasaki, Masao
;
Hikidera, Yusuke
; …
- In:
Asia-Pacific journal of risk and insurance : APJRI
13
(
2019
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012120655
Saved in:
8
Modelling the recovery outcomes for defaulted loans : a survival analysis approach
Fenech, Jean Pierre
;
Yap, Ying Kai
;
Shafik, Salwa
- In:
Economics letters
145
(
2016
),
pp. 79-82
Persistent link: https://www.econbiz.de/10011618223
Saved in:
9
Default recovery rates and aggregate fluctuations
Candian, Giacomo
;
Dmitriev, Mikhail
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012504153
Saved in:
10
Implied default probabilities and losses given default from option prices
Conrad, Jennifer S.
;
Dittmar, Robert F.
;
Hameed, Allaudeen
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 629-652
Persistent link: https://www.econbiz.de/10012316704
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