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Local logit regression for loan recovery rate
Sopitpongstorn, Nithi; Silvapulle, Paramsothy; Gao, Jiti; … - In: Journal of banking & finance 126 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
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Grabit : gradient tree-boosted Tobit models for default prediction
Sigrist, Fabio; Hirnschall, Christoph - In: Journal of banking & finance 102 (2019), pp. 177-192
Persistent link: https://www.econbiz.de/10012162742
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Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas; Miller, Patrick; Töws, Eugen - In: Journal of banking & finance 40 (2014), pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
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Opening the black box : quantile neural networks for loss given default prediction
Kellner, Ralf; Nagl, Maximilian; Rösch, Daniel - In: Journal of banking & finance 134 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013400086
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Emerging markets and heavy tails
Ibragimov, Marat; Ibragimov, Rustam Ju.; Kattuman, Paul A. - In: Journal of banking & finance 37 (2013) 7, pp. 2546-2559
Persistent link: https://www.econbiz.de/10009760588
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Analyzing determinants of bond yield spreads with Bayesian Model Averaging
Maltritz, Dominik; Molchanov, Alexander - In: Journal of banking & finance 37 (2013) 12, pp. 5275-5284
Persistent link: https://www.econbiz.de/10010343731
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Predicting distress in European banks
Betz, Frank; Oprică, Silviu; Peltonen, Tuomo; Sarlin, Peter - In: Journal of banking & finance 45 (2014), pp. 225-241
Persistent link: https://www.econbiz.de/10010466589
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Extreme risk modeling : an EVT-pair-copulas approach for financial stress tests
Koliai, Lyes - In: Journal of banking & finance 70 (2016), pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
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Predicting the stressed expected loss of large U.S. banks
Jondeau, Eric; Khalilzadeh, Amir - In: Journal of banking & finance 134 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013400099
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Forecasting distress in European SME portfolios
Filipe, Sara Ferreira; Grammatikos, Theoharry; Michala, … - In: Journal of banking & finance 64 (2016), pp. 112-135
Persistent link: https://www.econbiz.de/10011634271