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Credit risk
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Sarmiento, Camilo
3
Wang, Xingchun
3
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2
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1
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1
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Applied economics letters
Journal of banking & finance
475
Finance research letters
198
IMF Staff Country Reports
188
IMF Working Papers
187
Journal of financial stability
170
The journal of credit risk : published quarterly by Incisive Media
167
NBER working paper series
131
The journal of fixed income
122
Journal of financial economics
121
International review of financial analysis
119
Journal of risk management in financial institutions
119
Working paper series / European Central Bank
114
Discussion papers / CEPR
108
International journal of theoretical and applied finance
108
NBER Working Paper
103
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101
IMF working papers
97
Finance and economics discussion series
95
International review of economics & finance : IREF
94
Journal of international financial markets, institutions & money
92
The journal of risk model validation
92
European journal of operational research : EJOR
91
Discussion paper / Centre for Economic Policy Research
86
Research in international business and finance
86
Risks : open access journal
84
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83
ECB Working Paper
82
Economic modelling
80
Review of quantitative finance and accounting
77
Research paper series / Swiss Finance Institute
76
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
Management science : journal of the Institute for Operations Research and the Management Sciences
72
The European journal of finance
70
Journal of financial intermediation
69
The journal of structured finance
69
Working papers / Federal Reserve Bank of Philadelphia, Research Department
68
Applied economics
67
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ECONIS (ZBW)
67
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1
Using DEA and financial ratings for credit risk evaluation : an empirical anaylsis
Iazzolino, Gianpaolo
;
Bruni, Maria Elena
;
Beraldi, Patrizia
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1310-1317
Persistent link: https://www.econbiz.de/10010201593
Saved in:
2
Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong
;
Xu, Weijun
;
Xiao, Weilin
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
Saved in:
3
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
4
Cost-efficiency and bank profitability during health crisis
Taylor, Daniel
;
Sarpong, Bernard
;
Yaa Cudjoe, Eunice
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 732-737
Persistent link: https://www.econbiz.de/10014557852
Saved in:
5
Does the country's institutional quality enhance the role of risk governance in preventing bank risk?
Quang Khai Nguyen
;
Dang Van Cuong
- In:
Applied economics letters
30
(
2023
)
6
,
pp. 850-853
Persistent link: https://www.econbiz.de/10013554031
Saved in:
6
Comparing the reliability of a discrete-time and a continuous-time Markov chain model in determining credit risk
Lu, Su-Lien
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1143-1148
Persistent link: https://www.econbiz.de/10003886672
Saved in:
7
Pricing delinquent mortgages
Sarmiento, Camilo
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1313-1317
Persistent link: https://www.econbiz.de/10003894192
Saved in:
8
Basel II and bank bankruptcy analysis
Chiu, Yung-ho
;
Chen, Yu Chuan
;
Hung, Yu Han
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1843-1847
Persistent link: https://www.econbiz.de/10003932536
Saved in:
9
Does leverage influence banks' non-performing loans? : Evidence from India
Ghosh, Saibal
- In:
Applied economics letters
12
(
2005
)
15
,
pp. 913-918
Persistent link: https://www.econbiz.de/10003237714
Saved in:
10
Loss distribution of interbank contagion risk
Li, Shouwei
;
Sui, Xin
;
Xu, Tao
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 830-834
Persistent link: https://www.econbiz.de/10011286074
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