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How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome - In: Economic modelling 97 (2021), pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
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Modeling loss given default with stochastic collateral
Frontczak, Robert; Rostek, Stefan - In: Economic modelling 44 (2015), pp. 162-170
Persistent link: https://www.econbiz.de/10011326261
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A risk-driven approach to exchange rate modelling
Kębłowski, Piotr; Welfe, Aleksander - In: Economic modelling 29 (2012) 4, pp. 1473-1482
Persistent link: https://www.econbiz.de/10009667319
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Disentangling the bond-CDS nexus : a stress test model of the CDS market
Vuillemey, Guillaume; Peltonen, Tuomo - In: Economic modelling 49 (2015), pp. 32-45
Persistent link: https://www.econbiz.de/10011439475
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House prices and credit risk : evidence from the United States
Tajik, Mohammad; Aliakbari, Saeideh; Ghalia, Thaana; … - In: Economic modelling 51 (2015), pp. 123-135
Persistent link: https://www.econbiz.de/10011475862
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Carbon emissions and default risk : international evidence from firm-level data
Kabir, Md. Nurul; Rahman, Sohanur; Rahman, Md Arifur; … - In: Economic modelling 103 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013163931
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Cost-effective mortgage modification program to reduce mortgage defaults
Kim, Jiseob; Lim, Taejun - In: Economic modelling 96 (2021), pp. 220-241
Persistent link: https://www.econbiz.de/10012745352
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Mortgage credit volumes and monetary policy after the Great Recession
Leu, Shawn C. -Y.; Robertson, Mari L. - In: Economic modelling 94 (2021), pp. 483-500
Persistent link: https://www.econbiz.de/10012695221
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Bankruptcy regime and the banking system
Stef, Nicolae; Dēmelē, Sophias P. - In: Economic modelling 87 (2020), pp. 480-495
Persistent link: https://www.econbiz.de/10012416797
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Utility indifference valuation of corporate bond with credit rating migration by structure approach
Liang, Jin; Zhao, Yuejuan; Zhang, Xudan - In: Economic modelling 54 (2016), pp. 339-346
Persistent link: https://www.econbiz.de/10011642188