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Discounting for public-private partnership projects in China
Luo, Lanlan; Zou, Ziran; Chen, Shou - In: Economic modelling 98 (2021), pp. 218-226
Persistent link: https://www.econbiz.de/10012793893
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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
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Feedback effects between credit ratings and financial markets
Jorge, José - In: Economic modelling 80 (2019), pp. 328-338
Persistent link: https://www.econbiz.de/10012200649
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Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi; Singh, Manish K.; Thomas, Susan - In: Economic modelling 129 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
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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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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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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
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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
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Emerging market sovereign bond spreads, credit ratings and global financial crisis
Özmen, Erdal; Yaşar, Özge Doğanay - In: Economic modelling 59 (2016), pp. 93-101
Persistent link: https://www.econbiz.de/10011647772
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Ratings based inference and credit risk : detecting likely-to-fail banks with the PC-Mahalanobis Method
Pompella, Maurizio; Dicanio, Antonio - In: Economic modelling 67 (2017), pp. 34-44
Persistent link: https://www.econbiz.de/10011813761