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Flexible estimation of copulas : an application to the US housing crisis
Ho, Anson T. Y.; Huynh, Kim P.; Jacho-Chávez, David T. - In: Journal of applied econometrics 31 (2016) 3, pp. 603-610
Persistent link: https://www.econbiz.de/10011642661
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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - In: Journal of applied econometrics 32 (2017) 2, pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
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Business and default cycles for credit risk
Koopman, Siem Jan; Lucas, André - In: Journal of applied econometrics 20 (2005) 2, pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
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Multiple event incidence and duration analysis for credit data incorporating non-stochastic loan maturity
Watkins, John G. T.; Vasnev, Andrey L.; Gerlach, Richard - In: Journal of applied econometrics 29 (2014) 4, pp. 627-648
Persistent link: https://www.econbiz.de/10010414868
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Default estimation, correlated defaults, and expert information
Kiefer, Nicholas M. - In: Journal of applied econometrics 26 (2011) 2, pp. 173-192
Persistent link: https://www.econbiz.de/10008936922
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A review of recent books on credit risk
Schuermann, Til - In: Journal of applied econometrics 20 (2005) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10003027436