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International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
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ECONIS (ZBW)
1,769
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1
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
Saved in:
2
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
Saved in:
3
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
4
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
5
Does the banking sector structure matter for credit procyclicality?
Bouvatier, Vincent
;
López-Villavicencio, Antonia
; …
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1035-1044
Persistent link: https://www.econbiz.de/10009667449
Saved in:
6
Lending conditions in EU : the role of credit demand and supply
Kapounek, Svatopluk
;
Kučerová, Zuzana
;
Fidrmuc, Jarko
- In:
Economic modelling
67
(
2017
),
pp. 285-293
Persistent link: https://www.econbiz.de/10011813830
Saved in:
7
Housing and credit market shocks : exploring the role of rule-based Basel III counter-cyclical capital requirements
Liu, Guangling
;
Molise, Thabang
- In:
Economic modelling
82
(
2019
),
pp. 264-279
Persistent link: https://www.econbiz.de/10012203094
Saved in:
8
Explaining changes in the US credit card market : lenders are using more information
Davis, Andrew
;
Kim, Jiseob
- In:
Economic modelling
61
(
2017
),
pp. 76-92
Persistent link: https://www.econbiz.de/10011736703
Saved in:
9
Exploring the determinants of Fintech credit : a comprehensive analysis
Wang, Xiaoting
;
Hou, Siyuan
;
Kyaw, Khine
;
Xue, Xupeng
; …
- In:
Economic modelling
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462222
Saved in:
10
Credit market regulations and bank loan pricing
Thanh Cong Nguyen
;
Thuy Tien Ho
- In:
Economic modelling
133
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014548113
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