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Bank insolvency risk and Z-score measures : a refinement
Lepetit, Lætitia; Strobel, Frank - In: Finance research letters 13 (2015), pp. 214-224
Persistent link: https://www.econbiz.de/10011552521
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Applying a factor copula to value basket credit linked notes with issuer default risk
Wu, Po-cheng - In: Finance research letters 7 (2010) 3, pp. 178-183
Persistent link: https://www.econbiz.de/10009272755
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The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default
Spencer, Peter D. - In: Finance research letters 11 (2014) 1, pp. 8-15
Persistent link: https://www.econbiz.de/10010393638
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A theory of loan syndication
Schure, Paul; Scoones, W. David; Gu, Qinghua - In: Finance research letters 2 (2005) 3, pp. 165-172
Persistent link: https://www.econbiz.de/10003099271
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Borrowers' credit quality scoring model and applications, with default discriminant analysis based on the extreme learning machine
Pang, Sulin; Hou, Xianyan; Xia, Lianhu - In: Technological forecasting & social change : an … 165 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012671712
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Debt market illiquidity and correlated default risk
Javadi, Siamak; Mollagholamali, Mohsen - In: Finance research letters 26 (2018), pp. 266-273
Persistent link: https://www.econbiz.de/10012005695
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Predicting default rates by capturing critical transitions in the macroeconomic system
Xing, Kai; Yang, Xiaoguang - In: Finance research letters 32 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012430767
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Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty
Jiang, Cuixia; Xiong, Wei; Xu, Qifa; Liu, Yezheng - In: Finance research letters 38 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012487913
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Dutch mortgages : impact of the crisis on probability of default
Kroot, Jan; Giouvris, Evangelos - In: Finance research letters 18 (2016), pp. 205-217
Persistent link: https://www.econbiz.de/10011657020
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Brexit : (not) another Lehman moment for banks?
Schiereck, Dirk; Kiesel, Florian; Kolaric, Sascha - In: Finance research letters 19 (2016), pp. 291-297
Persistent link: https://www.econbiz.de/10011657723