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Nowcasting and forecasting global financial sector stress and credit market dislocation
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - In: International journal of forecasting 30 (2014) 3, pp. 741-758
Persistent link: https://www.econbiz.de/10010515585
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Special section 2: Credit risk modelling and forecasting
Crook, Jonathan N. (contributor) - In: International journal of forecasting 28 (2012) 1, pp. 128-296
Persistent link: https://www.econbiz.de/10009580822
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Predicting loss given default (LGD) for residential mortgage loans : a two-stage model and empirical evidence for UK bank data
Leow, Mindy; Mues, Christophe - In: International journal of forecasting 28 (2012) 1, pp. 183-195
Persistent link: https://www.econbiz.de/10009581989
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Loss given default models incorporating macroeconomic variables for credit cards
Bellotti, Tony; Crook, Jonathan N. - In: International journal of forecasting 28 (2012) 1, pp. 171-182
Persistent link: https://www.econbiz.de/10009581992
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Forecasting recovery rates on non-performing loans with machine learning
Bellotti, Anthony; Brigo, Damiano; Gambetti, Paolo; … - In: International journal of forecasting 37 (2021) 1, pp. 428-444
Persistent link: https://www.econbiz.de/10012693089
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Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach
Xia, Yufei; Zhao, Junhao; He, Lingyun; Li, Yinguo; … - In: International journal of forecasting 37 (2021) 4, pp. 1590-1613
Persistent link: https://www.econbiz.de/10013274339
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Forecasting and stress testing credit card default using dynamic models
Bellotti, Tony; Crook, Jonathan N. - In: International journal of forecasting 29 (2013) 4, pp. 563-574
Persistent link: https://www.econbiz.de/10010212469
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Predicting loss given default in leasing : a closer look at models and variable selection
Kaposty, Florian; Kriebel, Johannes Maximilian; … - In: International journal of forecasting 36 (2020) 2, pp. 248-266
Persistent link: https://www.econbiz.de/10012414715
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High-frequency credit spread information and macroeconomic forecast revision
Deschamps, Bruno; Ioannidis, Christos; Ka, Kook - In: International journal of forecasting 36 (2020) 2, pp. 358-372
Persistent link: https://www.econbiz.de/10012414805
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Predicting LGD distributions with mixed continuous and discrete ordinal outcomes
Hwang, Ruey-Ching; Chu, Chih-Kang; Yu, Kaizhi - In: International journal of forecasting 36 (2020) 3, pp. 1003-1022
Persistent link: https://www.econbiz.de/10012497162