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An improved multivariate Markov chain model for credit risk
Ching, Wai Ki; Siu, Tak Kuen; Li, Li-min; Jiang, Hao; … - In: The journal of credit risk : published quarterly by … 5 (2009/10) 4, pp. 83-106
Persistent link: https://www.econbiz.de/10003927496
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From actual to risk-neutral default probabilities : Merton and beyond
Berg, Tobias - In: The journal of credit risk : published quarterly by … 6 (2010/11) 1, pp. 55-86
Persistent link: https://www.econbiz.de/10003965724
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Treatment of double default effects within the granularity adjustment for Basel II
Ebert, Sebastian; Lütkebohmert-Holtz, Eva - In: The journal of credit risk : published quarterly by … 7 (2011/12) 1, pp. 3-33
Persistent link: https://www.econbiz.de/10009010639
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Evaluating the performance of static versus dynamic models of credit default : evidence from long-term small business administration-guaranteed loans
Glennon, Dennis C.; Nigro, Peter J. - In: The journal of credit risk : published quarterly by … 7 (2011/12) 2, pp. 3-35
Persistent link: https://www.econbiz.de/10009241313
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Credit ratings and cross-border bond market spillovers
Böninghausen, Benjamin; Zabel, Michael - 2015
Persistent link: https://www.econbiz.de/10011349863
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Market pricing of credit rating signals
Grothe, Magdalena - 2013
Persistent link: https://www.econbiz.de/10010233237
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Conditional and joint credit risk
Lucas, André; Schwaab, Bernd; Zhang, Xin - 2013
Persistent link: https://www.econbiz.de/10010233247
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Valuation differences between credit default swap and corporate bond markets
Entrop, Oliver; Schiemert, Richard; Wilkens, Marco - In: The journal of credit risk : published quarterly by … 9 (2013/14) 4, pp. 3-46
Persistent link: https://www.econbiz.de/10010233818
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Dynamic affordability assessment : predicting an applicant's ability to repay over the life of the loan
Bijak, Katarzyna; Thomas, Lyn C.; Mues, Christophe - In: The journal of credit risk : published quarterly by … 10 (2014) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10010373359
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Informed bond trading, corporate yield spreads, and corporate default prediction
Han, Song; Zhou, Xing - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 675-694
Persistent link: https://www.econbiz.de/10010347894