Narrow search
Showing 1 - 10 of 84
Cover Image
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
Cover Image
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
Cover Image
Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model
Lin, Saiyan; Chen, Rongda; Lv, Zhihong; Zhou, Tianqing; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012202884
Cover Image
Low interest rates, bank's search-for-yield behavior and financial portfolio management
Lojak, Benjamin; Makarewicz, Tomasz; Proaño Acosta, … - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014246882
Cover Image
The role of banking regulation in an economy under credit risk and liquidity shock
Silva, Marcos Soares da; Divino, José Angelo - In: The North American journal of economics and finance : a … 26 (2013), pp. 266-281
Persistent link: https://www.econbiz.de/10010365767
Cover Image
Does the bank risk concentration freeze the interbank system?
Lucchetta, Marcella - In: The North American journal of economics and finance : a … 33 (2015), pp. 149-166
Persistent link: https://www.econbiz.de/10011534904
Cover Image
Banks' pooling of corporate debt : an application of the restated diversification theorem
Lundtofte, Frederik - In: The North American journal of economics and finance : a … 31 (2015), pp. 249-263
Persistent link: https://www.econbiz.de/10011514232
Cover Image
The optimal allocation of alternative collateral assets between different loans
Niinimäki, Juha-Pekka - In: The North American journal of economics and finance : a … 34 (2015), pp. 22-41
Persistent link: https://www.econbiz.de/10011539665
Cover Image
Write-down bonds, credit risk and imperfect information
Zhao, Zhiming; Li, Shasha; Tang, Huiling - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012822068
Cover Image
Probability of default in collateralized credit operations for small business
Carvalho, Jaimilton; Orrillo, Jaime; Gomes da Silva, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012656939