Narrow search
Showing 41 - 50 of 2,342
Cover Image
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon; Monfort, Alain; Renne, Jean-Paul; … - In: Journal of banking & finance 68 (2016), pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
Cover Image
An intertemporal capital asset pricing model with bank credit growth as a state variable
Hammami, Yacine; Lindahl, Anna - In: Journal of banking & finance 39 (2014), pp. 14-28
Persistent link: https://www.econbiz.de/10010340775
Cover Image
Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia; Düllmann, Klaus - In: Journal of banking & finance 37 (2013) 4, pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
Cover Image
Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén; Moreno, Manuel - In: Journal of banking & finance 49 (2014), pp. 242-261
Persistent link: https://www.econbiz.de/10010508036
Cover Image
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian; Jasiak, Joann - In: Journal of banking & finance 36 (2012) 5, pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Cover Image
Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking
Angbazo, Lazarus A. - In: Journal of banking & finance 21 (1997) 1, pp. 55-87
Persistent link: https://www.econbiz.de/10001213055
Cover Image
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: Journal of banking & finance 122 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Cover Image
Sector spillovers in credit markets
Collet, Jerome; Ielpo, Florian - In: Journal of banking & finance 94 (2018), pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Cover Image
Downturn LGD modeling using quantile regression
Krüger, Steffen; Rösch, Daniel - In: Journal of banking & finance 79 (2017), pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
Cover Image
Borrower distress and the efficiency of relationship banking
Donker, Han; Ng, Alex; Shao, Pei - In: Journal of banking & finance 112 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012225269