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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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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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Income tax deductions for losses as insurance revisited
Wu, T. C. Michael; Yang, C. C. - In: Economic modelling 41 (2014), pp. 274-280
Persistent link: https://www.econbiz.de/10010439191
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The welfare effect of income tax deductions for losses as insurance : insured- versus insurer-sided adverse selection
Wu, T. C. Michael; Yang, C. C. - In: Economic modelling 29 (2012) 6, pp. 2641-2645
Persistent link: https://www.econbiz.de/10009673630
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Loss aversion and market crashes
Ouzan, Samuel - In: Economic modelling 92 (2020), pp. 70-86
Persistent link: https://www.econbiz.de/10012429593
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Loss aversion and inefficient general equilibrium over the business cycle
Li, Meng - In: Economic modelling 118 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014229224
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Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework
Pantelous, Athanasios A. - In: Economic modelling 25 (2008) 4, pp. 658-675
Persistent link: https://www.econbiz.de/10003791242
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Loan interest rates under risk-based capital requirements : the impact of banking market structure
Drumond, Inês; Jorge, José - In: Economic modelling 32 (2013), pp. 602-607
Persistent link: https://www.econbiz.de/10009762012
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Loan default correlation using an Archimedean copula approach : a case for recalibration
Fenech, Jean Pierre; Vosgha, Hamed; Shafik, Salwa - In: Economic modelling 47 (2015), pp. 340-354
Persistent link: https://www.econbiz.de/10011439450
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Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli; Liu, Zhen; Li, Shenghong - In: Economic modelling 40 (2014), pp. 167-174
Persistent link: https://www.econbiz.de/10010425701