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~isPartOf:"Review of quantitative finance and accounting"
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Credit risk
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Liao, Hsien-hsing
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Review of quantitative finance and accounting
Journal of banking & finance
476
Finance
339
Finance research letters
201
IMF Staff Country Reports
188
IMF Working Papers
187
The journal of credit risk : published quarterly by Incisive Media
167
Journal of financial stability
163
NBER working paper series
131
International review of financial analysis
122
The journal of fixed income
122
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Working paper series / European Central Bank
114
International journal of theoretical and applied finance
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Finance and economics discussion series
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International review of economics & finance : IREF
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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The journal of corporate finance : contracting, governance and organization
75
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Management science : journal of the Institute for Operations Research and the Management Sciences
72
Journal of Risk and Financial Management
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The European journal of finance
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
A bridge from ruin theory to credit risk
Chen, Cho-jieh
;
Panjer, Harry
- In:
Review of quantitative finance and accounting
32
(
2009
)
4
,
pp. 373-403
Persistent link: https://www.econbiz.de/10003873808
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5
An analysis of credit risk spreads for high yield bonds
Reilly, Frank K.
;
Wright, David J.
;
Gentry, James A.
- In:
Review of quantitative finance and accounting
35
(
2010
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10008990242
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6
Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.
;
Li, Jiandong
;
Yang, Sheng-Yung
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
Saved in:
7
On the aggregation of credit, market and operational risks
Li, Jianping
;
Zhu, Xiaoqian
;
Lee, Cheng F.
;
Wu, Dengsheng
; …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
Saved in:
8
Corporate governance and default risk of firms cited in the SEC's Accounting and Auditing Enforcement Releases
Cao, Zhiyan
;
Leng, Fei
;
Feroz, Ehsan H.
;
Davalos, Sergio V.
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 113-138
Persistent link: https://www.econbiz.de/10011327652
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9
Corporate credit default models : a mixed logit approach
Kukuk, Martin
;
Rönnberg, Michael
- In:
Review of quantitative finance and accounting
40
(
2013
)
3
,
pp. 467-483
Persistent link: https://www.econbiz.de/10009727556
Saved in:
10
Macroeconomic risks of supply chain counterparties and corporate bond yield spreads
Chen, Tsung-Kang
;
Liao, Hsien-hsing
;
Huang, Hsiao-Chun
- In:
Review of quantitative finance and accounting
43
(
2014
)
3
,
pp. 463-481
Persistent link: https://www.econbiz.de/10010490391
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