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Risk and risk management in the credit card industry

Butaru, Florentin; Chen, Qingqing; Clark, Brian; Das, Sanmay - 2015

Persistent link: https://www.econbiz.de/10011305424

Consumer defaults and social capital

Clark, Brian; Hasan, Iftekhar; Lai, Helen; Li, Feng; … - In: Journal of financial stability 53 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012792898

Issuer bias in corporate ratings toward financially constrained firms

Hasan, Mohammad; Kapadia, Nikunj; Siddique, Akhtar R. - In: The journal of credit risk : published quarterly by … 13 (2017) 4, pp. 1-35

Persistent link: https://www.econbiz.de/10012041610

Risk and risk management in the credit card industry

Butaru, Florentin; Chen, Qingqing; Clark, Brian; Das, Sanmay - In: Journal of banking & finance 72 (2016), pp. 218-239

Persistent link: https://www.econbiz.de/10011635514

Common asset pricing factors in volatilities and returns in futures markets

Siddique, Akhtar R. - In: Journal of Banking & Finance 27 (2003) 12, pp. 2347-2368

Persistent link: https://www.econbiz.de/10005213263

Corrigendum to: Common asset pricing factors in volatilies and returns in futures markets

Siddique, Akhtar R. - In: Journal of Banking & Finance 27 (2003) 12, pp. 2393-2393

Persistent link: https://www.econbiz.de/10005213601

Conditional skewness in asset pricing : 25 years of out-of-sample evidence

Harvey, Campbell R.; Siddique, Akhtar R. - In: Critical finance review 12 (2023) 1/4, pp. 355-366

Persistent link: https://www.econbiz.de/10014370380

The role of heterogeneity in scenario design for financial stability stress testing

Flood, Mark D.; Jones, Jonathan; Pritsker, Matthew; … - In: Handbook of financial stress testing, (pp. 98-127). 2022

Persistent link: https://www.econbiz.de/10013343556

Validation of risk management models for financial institutions : theory and practice

Lynch, David (ed.); Hasan, Iftekhar (ed.); … - 2023

Financial models are an inescapable feature of modern financial markets. Yet it was over reliance on these models and the failure to test them properly that is now widely recognized as one of the main causes of the financial crisis of 2007-2011. Since this crisis, there has been an increase in...

Persistent link: https://www.econbiz.de/10014466703