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Dynamic risk model for CMO with credit tranching
Parnes, Dror - In: International journal of financial engineering 2 (2015) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011493318
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Modeling the contagion of bank runs with a Markov model
Parnes, Dror - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 174-187
Persistent link: https://www.econbiz.de/10012656282
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A spline hazard model for current expected credit losses
Parnes, Dror - In: Journal of financial economic policy 14 (2022) 3, pp. 283-316
Persistent link: https://www.econbiz.de/10013287809
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Bayesian synthesis of portfolio credit risk with missing ratings
Parnes, Dror - In: Journal of risk 18 (2015/2016) 1, pp. 45-69
Persistent link: https://www.econbiz.de/10013262945
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Exploring economic anomalies in the S&P500 index
Parnes, Dror - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 292-309
Persistent link: https://www.econbiz.de/10012417698
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Heterogeneous noncompliance with OPEC's oil production cuts
Parnes, Dror - In: Energy economics 78 (2019), pp. 289-300
Persistent link: https://www.econbiz.de/10012159944
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Banks' off-balance sheet manipulations
Parnes, Dror - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 314-331
Persistent link: https://www.econbiz.de/10014249148
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Corporate risk-taking with long-term, short-term and subordinate credit ratings
Parnes, Dror - In: International journal of managerial finance : IJMF 18 (2022) 2, pp. 398-423
Persistent link: https://www.econbiz.de/10013365120
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Typical states and their risks for mortgage loans
Parnes, Dror - In: Journal of quantitative economics 21 (2023) 2, pp. 395-415
Persistent link: https://www.econbiz.de/10014330252
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Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield
Parnes, Dror - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10014445532