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Model and estimation risk in credit risk stress tests
Grundke, Peter; Pliszka, Kamil; Tuchscherer, Michael - In: Review of quantitative finance and accounting 55 (2020) 1, pp. 163-199
Persistent link: https://www.econbiz.de/10012233223
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Explaining co-movements between equity and CDS bid-ask spreads
Marra, Miriam - In: Review of quantitative finance and accounting 49 (2017) 3, pp. 811-853
Persistent link: https://www.econbiz.de/10011797542
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Do credit default swaps impact lenders' monitoring of loans?
Essaddam, Naceur; Hossain, Miran; Hussain, Tashfeen - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 567-600
Persistent link: https://www.econbiz.de/10014342044
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The Credit Default Swap market contagion during recent crises : international evidence
Sabkha, Saker; Peretti, Christian de; Hmaied, Dorra Mezzez - In: Review of quantitative finance and accounting 53 (2019) 1, pp. 1-46
Persistent link: https://www.econbiz.de/10012173009
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Can credit default swaps exert an enduring monitoring influence on political integrity?
Chen, Hsien-Yi; Chen, Sheng-syan - In: Review of quantitative finance and accounting 60 (2023) 2, pp. 445-469
Persistent link: https://www.econbiz.de/10013549087
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Market share and risk taking : the role of collateral asset managers in the collapse of the arbitrage CDO market
Mählmann, Thomas - In: Review of quantitative finance and accounting 47 (2016) 2, pp. 273-303
Persistent link: https://www.econbiz.de/10011595589
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The economic significance of CDS price discovery
Xiang, Vincent; Chng, Michael T.; Fang, Victor - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10011796591
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An integrated multi-model credit rating system for private firms
Butera, Giovanni; Faff, Robert W. - In: Review of quantitative finance and accounting 27 (2006) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003374249
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Pricing credit card loans with default risks : a discrete-time approach
Chang, Chuang-chang; Ho, Ruey-Jenn; Lee, Cheng F. - In: Review of quantitative finance and accounting 34 (2010) 4, pp. 413-438
Persistent link: https://www.econbiz.de/10008797166
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Modeling exposure to losses on automobile leases
Smith, L. Douglas; Jin, Baiqiang - In: Review of quantitative finance and accounting 29 (2007) 3, pp. 241-266
Persistent link: https://www.econbiz.de/10003600252