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Credit risk
67
Kreditrisiko
67
Nichtparametrisches Verfahren
60
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54
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54
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53
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Lin, Jyh-horng
5
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Leece, David
3
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2
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2
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2
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2
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Applied economics
Journal of banking & finance
800
Journal of econometrics
677
NBER working paper series
620
International journal of theoretical and applied finance
557
Working paper / National Bureau of Economic Research, Inc.
515
NBER Working Paper
467
Finance research letters
389
The journal of real estate finance and economics
334
Journal of financial economics
325
European journal of operational research : EJOR
324
The journal of futures markets
308
Economics letters
306
Mathematical finance : an international journal of mathematics, statistics and financial theory
284
Discussion paper / Tinbergen Institute
268
The journal of computational finance
266
Applied mathematical finance
258
Discussion paper / Centre for Economic Policy Research
251
IMF Working Papers
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249
CEMMAP working papers / Centre for Microdata Methods and Practice
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244
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241
The journal of derivatives : the official publication of the International Association of Financial Engineers
241
Insurance / Mathematics & economics
238
IMF Staff Country Reports
237
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236
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226
Finance and economics discussion series
225
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
220
Applied economics letters
214
Risks : open access journal
213
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211
The review of financial studies
211
International review of financial analysis
206
Journal of financial stability
205
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198
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1
Uncertainty and switching in the
mortgage
market
Gondat-Larralde, Céline
;
Strobel, Frank
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 3068-3073
Persistent link: https://www.econbiz.de/10010192319
Saved in:
2
A nonparametric kernel regression approach for pricing
options
on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
3
Predicting cryptocurrency defaults
Grobys, Klaus
;
Sapkota, Niranjan
- In:
Applied economics
52
(
2020
)
46
,
pp. 5060-5076
Persistent link: https://www.econbiz.de/10012306538
Saved in:
4
A study of credit risk of Chinese listed companies : ZPP versus KMV
Li, Lili
;
Yang, Jun
;
Zou, Xin
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2697-2710
Persistent link: https://www.econbiz.de/10011594384
Saved in:
5
Modelling the dependence structures of Australian iTraxx CDS index
Fenech, Jean-pierre
;
Vosgha, Hamed
;
Shafik, Salwa
- In:
Applied economics
46
(
2014
)
4/6
,
pp. 420-431
Persistent link: https://www.econbiz.de/10010358995
Saved in:
6
Lending Club meets Zillow : local housing prices and default risk of peer-to-peer loans
Mo, Lijia
;
Yae, James
- In:
Applied economics
54
(
2022
)
35
,
pp. 4101-4112
Persistent link: https://www.econbiz.de/10013410881
Saved in:
7
Optimal diversification, bank value maximization and default probability
Tsai, Yung-Shun
;
Lin, Chien-Chih
;
Chen, Hsiao-Yin
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2488-2499
Persistent link: https://www.econbiz.de/10010516573
Saved in:
8
Government bailouts and default risks of a duopoly : strong bank versus weak bank
Tsai, Jeng-Yan
;
Lin, Jyh-horng
;
Cheng, Chu-Yun
- In:
Applied economics
46
(
2014
)
34/36
,
pp. 4137-4150
Persistent link: https://www.econbiz.de/10010462849
Saved in:
9
Evaluating credit risk and loan performance in online Peer-to-Peer (P2P) lending
Emekter, Riza
;
Tu, Yanbin
;
Jirasakuldech, Benjamas
;
Lu, Min
- In:
Applied economics
47
(
2015
)
1/3
,
pp. 54-70
Persistent link: https://www.econbiz.de/10010463952
Saved in:
10
Peer effects of bank loan portfolio on systemic
insolvency
risk : evidence from China
Wang, Chengyuan
;
Wang, Qiong
;
Zheng, Shanshan
;
Wan, Liang
; …
- In:
Applied economics
53
(
2021
)
30
,
pp. 3457-3473
Persistent link: https://www.econbiz.de/10012589475
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