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1
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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2
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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3
The performance of hybrid models in the assessment of default risk
Bellalah, Mondher
;
Zouari, Sami
;
Levyne, Olivier
- In:
Economic modelling
52
(
2016
),
pp. 259-265
Persistent link: https://www.econbiz.de/10011645652
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4
Intersectoral default contagion : a multivariate Poisson autoregression analysis
Escribano, Ana
;
Maggi, Mario Alessandro
- In:
Economic modelling
82
(
2019
),
pp. 376-400
Persistent link: https://www.econbiz.de/10012203181
Saved in:
5
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
Saved in:
6
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:
7
Macroeconomic conditions, corporate default, and default clustering
Xing, Kai
;
Luo, Dan
;
Liu, Lanlan
- In:
Economic modelling
118
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014229246
Saved in:
8
Mortgage payments and household consumption in urban China
Zhao, Da
;
Chen, Yifan
;
Shen, Jim Huangnan
- In:
Economic modelling
93
(
2020
),
pp. 100-111
Persistent link: https://www.econbiz.de/10012430079
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9
A pricing model with dynamic repayment flows for guaranteed consumer loans
Chen, Shou
;
Jiang, Xiangqian
;
He, Hongbo
;
Zhou, Xi
- In:
Economic modelling
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012429007
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10
Insurance or deliberate use of the bankruptcy law for financial gain? : testing for heterogeneous filing behaviors in the United States
Gan, Li
;
Hernandez, Manuel A.
;
Zhang, Shuoxun
- In:
Economic modelling
105
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013367309
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