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Modeling recovery rate for leveraged loans
Chen, Xiaowei; Wang, Gang; Zhang, Xiangting - In: Economic modelling 81 (2019), pp. 231-241
Persistent link: https://www.econbiz.de/10012202014
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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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Default probability of a captive credit bank with government capital injections : a capped barrier option approach
Chang, Chuen-ping - In: Economic modelling 29 (2012) 6, pp. 2444-2450
Persistent link: https://www.econbiz.de/10009673700
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Government capital injection, credit risk transfer, and bank performance during a financial crisis
Chang, Chuen-Ping; Chen, Shi - In: Economic modelling 53 (2016), pp. 477-486
Persistent link: https://www.econbiz.de/10011641089
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Assessing sovereign default risk : a bottom-up approach
Liu, Feng; Kalotay, Egon; Trück, Stefan - In: Economic modelling 70 (2018), pp. 525-542
Persistent link: https://www.econbiz.de/10012027982
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Credit risk-return puzzle : evidence from India
Nedumparambil, Elizabeth; Bhandari, Anup Kumar - In: Economic modelling 92 (2020), pp. 195-206
Persistent link: https://www.econbiz.de/10012429648
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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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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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An endogenous structural credit risk model incorporating with moral hazard and rollover risk
Niu, Huawei; Hua, Wei - In: Economic modelling 78 (2019), pp. 47-59
Persistent link: https://www.econbiz.de/10012198835
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High-speed rail and local government financing cost : evidence from China
Ruan, Qingsong; Lv, Dayong; Wei, Xiaokun - In: Economic modelling 131 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014451189