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Default prediction models : the role of forward-looking measures of returns and volatility
Miao, Hong; Ramchander, Sanjay; Ryan, Patricia; Wang, … - In: Journal of empirical finance 46 (2018), pp. 146-162
Persistent link: https://www.econbiz.de/10012103422
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A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen; Oehme, Toni; Rösch, Daniel; Scheule, … - In: Journal of empirical finance 47 (2018), pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
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Using Merton model for default prediction : an empirical assessment of selected alternatives
Afik, Zvika; Arad, Ohad; Galil, Koresh - In: Journal of empirical finance 35 (2016), pp. 43-67
Persistent link: https://www.econbiz.de/10011662716
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Multi-period credit default prediction with time-varying covariates
Orth, Walter - In: Journal of empirical finance 21 (2013), pp. 214-222
Persistent link: https://www.econbiz.de/10009745256
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Business cycle and credit risk modeling with jump risks
Jang, Bong-Gyu; Rhee, Yuna; Yoon, Ji Hee - In: Journal of empirical finance 39 (2016), pp. 15-36
Persistent link: https://www.econbiz.de/10011663259
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Industry specific defaults
Kwon, Tae Yeon; Lee, Yoonjung - In: Journal of empirical finance 45 (2018), pp. 45-58
Persistent link: https://www.econbiz.de/10012102441
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On the cyclicality of default rates of banks : a comparative study of the asset correlation and diversification effects
Blümke, Oliver - In: Journal of empirical finance 47 (2018), pp. 65-77
Persistent link: https://www.econbiz.de/10012103483
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Risk-based loan pricing consequences for credit unions
Walke, Adam G.; Fullerton, Thomas M.; Tokle, Robert John - In: Journal of empirical finance 47 (2018), pp. 105-119
Persistent link: https://www.econbiz.de/10012103497
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News sentiment and bank credit risk
Smales, Lee A. - In: Journal of empirical finance 38 (2016), pp. 37-61
Persistent link: https://www.econbiz.de/10011663222
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Basel II and regulatory arbitrage : evidence from financial crises
Beltratti, Andrea; Paladino, Giovanna - In: Journal of empirical finance 39 (2016), pp. 180-196
Persistent link: https://www.econbiz.de/10011663832