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Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi; Koivusalo, Alexander F. R. - In: Economic modelling 30 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
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Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain
Dong, Yinghui; Wang, Guojing - In: Economic modelling 40 (2014), pp. 91-100
Persistent link: https://www.econbiz.de/10010425718
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The performance of hybrid models in the assessment of default risk
Bellalah, Mondher; Zouari, Sami; Levyne, Olivier - In: Economic modelling 52 (2016), pp. 259-265
Persistent link: https://www.econbiz.de/10011645652
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How does global demand for financial services promote domestic growth in Luxembourg? : a dynamic general equilibrium analysis
Marchiori, Luca; Pierrard, Olivier - In: Economic modelling 62 (2017), pp. 103-123
Persistent link: https://www.econbiz.de/10011813199
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Adverse risk interaction : an integrated approach
Božović, Miloš; Ivanović, Jelena - In: Economic modelling 65 (2017), pp. 67-74
Persistent link: https://www.econbiz.de/10011813551
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RiskRank: measuring interconnected risk
Mezei, József; Sarlin, Peter - In: Economic modelling 68 (2018), pp. 41-51
Persistent link: https://www.econbiz.de/10011934576
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Fintech, information heterogeneity, and the regional distribution effects of corporate financing constraints
Lu, Yao; Li, Lu; Zhan, Huanqi; Zhan, Minghua - In: Economic modelling 137 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014549230
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Information aggregation in financial markets with career concerns
Dasgupta, Amil; Prat, Andrea - In: Journal of economic theory 143 (2008) 1, pp. 83-113
Persistent link: https://www.econbiz.de/10003812141
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On the informational inefficiency of discriminatory price auctions
Jackson, Matthew O.; Kremer, Ilan - In: Journal of economic theory 132 (2007) 1, pp. 507-517
Persistent link: https://www.econbiz.de/10003407419
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Are securitised real estate markets efficient? : new international evidence based on an improved automatic Portmanteau test
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 29 (2012) 3, pp. 684-690
Persistent link: https://www.econbiz.de/10009544836