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On the instability of financial patterns of failed firms and the predictability of corporate failure
Martikainen, Teppo - In: Economics letters 35 (1991) 2, pp. 209-214
Persistent link: https://www.econbiz.de/10001102107
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Modeling multiperiod corporate default probability when hazard ratios decay
Huang, Jinggang; Friedman, Craig - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 3-23
Persistent link: https://www.econbiz.de/10003853262
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Default risk of money-market fund portfolios
Bansal, Matulya - In: The journal of credit risk : published quarterly by … 11 (2015) 4, pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
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Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian; Schön, Thomas - In: The journal of credit risk : published quarterly by … 12 (2016) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
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A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna; Jakob, Kevin; Fischer, Matthias - In: The journal of credit risk : published quarterly by … 12 (2016) 1, pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
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Risk analysis probability of default : a stochastic simulation model
Montesi, Giuseppe; Papiro, Giovanni - In: The journal of credit risk : published quarterly by … 10 (2014) 3, pp. 29-86
Persistent link: https://www.econbiz.de/10010426467
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Modeling credit spreads with the Cheyette model and its application to credit default swaptions
Natcheva-Acar, Kalina; Acar, Sarp Kaya; Krekel, Martin - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 47-71
Persistent link: https://www.econbiz.de/10009518037
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Semiparametric estimation of default probability : evidence from the Prosper online credit market
Li, Xiaofeng; Shang, Ying; Su, Zhi - In: Economics letters 127 (2015), pp. 54-57
Persistent link: https://www.econbiz.de/10011382869
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Default on sustainable public debt : illiquidity suspect convicted
Besancenot, Damien; Huynh, Kim; Vranceanu, Radu P. - In: Economics letters 82 (2004) 2, pp. 205-211
Persistent link: https://www.econbiz.de/10001895834
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A note on an optimal garnishing rule
Dubey, Pradeep - In: Economics letters 1 (1988), pp. 5-6
Persistent link: https://www.econbiz.de/10001075195