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101
Conditional probabilities and contagion measures for Euro area sovereign default
risk
Zhang, Xin
;
Schwaab, Bernd
;
Lucas, André
-
2011
Persistent link: https://www.econbiz.de/10009720702
Saved in:
102
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724823
Saved in:
103
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
-
2006
Persistent link: https://www.econbiz.de/10003300919
Saved in:
104
Non-parametric estimation for non-homogeneous Semi-Markov processes: an application to credit bank
Monteiro, André Antonio
;
Smirnov, Georgi V.
;
Lucas, André
-
2006
Persistent link: https://www.econbiz.de/10003300926
Saved in:
105
The role of information in the take-up of student loans
Booij, Adam S.
;
Leuven, Edwin
;
Oosterbeek, Hessel
-
2008
Persistent link: https://www.econbiz.de/10003706009
Saved in:
106
Forecasting cross-sections of frailty-correlated default
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
-
2008
Persistent link: https://www.econbiz.de/10003706012
Saved in:
107
Quantile forecasting for credit
risk
management using possibly mis-specified Hidden Markov Models
Banachewicz, Konrad
;
Lucas, André
-
2007
Persistent link: https://www.econbiz.de/10003482655
Saved in:
108
A non-Gaussian panel time series model for estimating and decomposing default
risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert
-
2005
Persistent link: https://www.econbiz.de/10002982977
Saved in:
109
Can relationship banking survive competition?
Boot, Arnoud W. A.
;
Thakor, Anjan V.
-
1998
Persistent link: https://www.econbiz.de/10000984707
Saved in:
110
Dominant investors and strategic transparency
Perotti, Enrico C.
;
Thadden, Ernst-Ludwig von
-
1998
Persistent link: https://www.econbiz.de/10000985435
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