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Probability of default in collateralized credit operations
Divino, José Angelo; Sleegers Rocha, Líneke Clementino - In: The North American journal of economics and finance : a … 25 (2013), pp. 276-292
Persistent link: https://www.econbiz.de/10009779238
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Equity and CDS sector indices : dynamic models and risk hedging
Caporin, Massimiliano - In: The North American journal of economics and finance : a … 25 (2013), pp. 261-275
Persistent link: https://www.econbiz.de/10009779255
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GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman; Šopov, Boril - In: The North American journal of economics and finance : a … 37 (2016), pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
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Interest rate risk propagation : evidence from the credit crunch
Yang, Hsin-Feng; Liu, Chih-Liang; Chou, Ray Yeutien - In: The North American journal of economics and finance : a … 28 (2014), pp. 242-264
Persistent link: https://www.econbiz.de/10010461946
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The impact of economic uncertainty and geopolitical risks on bank credit
Demir, Ender; Ozturk Danisman, Gamze - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012822240
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Valuing spread options with counterparty risk and jump risk
Li, Zelei; Wang, Xingchun - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
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Determinants of credit spreads : the role of ambiguity and information uncertainty
Guo, Liang - In: The North American journal of economics and finance : a … 24 (2013), pp. 279-297
Persistent link: https://www.econbiz.de/10009739631
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Predicting failure risk using financial ratios : quantile hazard model approach
Dong, Manh Cuong; Tian, Shaonan; Chen, Cathy W. S. - In: The North American journal of economics and finance : a … 44 (2018), pp. 204-220
Persistent link: https://www.econbiz.de/10012036537
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Bank risk aggregation with forward-looking textual risk disclosures
Wei, Lu; Li, Guowen; Li, Jianping; Zhu, Xiaoqian - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012203124
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Models of optimal contract in lending : evaluating the impact of diversified versus focused policies on riskiness of borrower base
Firoozi, Fathali; Lien, Da-hsiang Donald - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014225747