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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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Credit risk
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Altman, Edward I.
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
495
Finance research letters
183
Journal of financial stability
164
NBER working paper series
158
International journal of theoretical and applied finance
138
International review of financial analysis
134
The journal of fixed income
132
Journal of financial economics
129
Working paper / National Bureau of Economic Research, Inc.
125
NBER Working Paper
122
Working paper series / European Central Bank
122
Journal of risk management in financial institutions
119
Discussion papers / CEPR
115
International review of economics & finance : IREF
104
European journal of operational research : EJOR
101
Journal of international financial markets, institutions & money
97
Discussion paper / Centre for Economic Policy Research
94
Finance and economics discussion series
94
IMF working papers
89
The journal of risk model validation
89
Research paper series / Swiss Finance Institute
88
Risks : open access journal
87
Discussion paper
86
Economic modelling
84
Review of quantitative finance and accounting
80
Journal of financial services research : JFSR
79
The North American journal of economics and finance : a journal of financial economics studies
78
ECB Working Paper
77
The journal of corporate finance : contracting, governance and organization
77
The European journal of finance
74
Applied economics letters
73
SpringerLink / Bücher
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Applied economics
72
Research in international business and finance
72
The journal of structured finance
72
Journal of financial intermediation
70
Journal of international money and finance
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The journal of real estate finance and economics
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ECONIS (ZBW)
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61
Redesigning ratings : assessing the discriminatory power of credit scores under censoring
Kraft, Holger
;
Kroisandt, Gerald
;
Müller, Marlene
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
4
,
pp. 71-94
Persistent link: https://www.econbiz.de/10010495827
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62
Analysis of credit portfolio risk using hierarchical multifactor models
Fok, Pak-Wing
;
Yan, Xiuling
;
Yao, Guangming
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
4
,
pp. 45-70
Persistent link: https://www.econbiz.de/10010495828
Saved in:
63
Sovereign credit ratings and the new European Union member states
Wilson, Nicholas
;
Ochotnický, Pavol
;
Káčer, Marek
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
4
,
pp. 3-43
Persistent link: https://www.econbiz.de/10010495829
Saved in:
64
Efficient Monte Carlo counterparty credit risk pricing and measurement
Ghamami, Samim
;
Zhang, Bo
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 87-133
Persistent link: https://www.econbiz.de/10010426464
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65
Risk analysis probability of default : a stochastic simulation model
Montesi, Giuseppe
;
Papiro, Giovanni
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 29-86
Persistent link: https://www.econbiz.de/10010426467
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66
What do credit markets tell us about the speed of leverage adjustment?
Elkamhi, Redouane
;
Pungaliya, Raunaq S.
;
Vijh, Anand M.
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2269-2290
Persistent link: https://www.econbiz.de/10010461903
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67
Default predictors in credit scoring : evidence from France's retail banking instiution
Nguyen, Ha-thu
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 41-66
Persistent link: https://www.econbiz.de/10011298057
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68
Systematic risk and yield premiums in the bond market
Fu, Liang
;
Murphy, Austin
;
Benzschawei, Terry
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011298058
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69
The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.
;
Wu, Tao L.
;
Yang, Jiarui
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
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70
How banks' capital ratio and size affect the stability of the banking system : a simulation-based study
Steinbacher, Mitja
;
Steinbacher, Matjaz
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 59-92
Persistent link: https://www.econbiz.de/10011298491
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