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Securitization and credit risk : empirical evidence from an emerging economy
Mendonça, Helder Ferreira de; Barcelos, Vívian Íris - In: The North American journal of economics and finance : a … 32 (2015), pp. 12-28
Persistent link: https://www.econbiz.de/10011514355
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Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho; Choi, So Eun; Jang, Hyun Jin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
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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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Coordination and non-coordination risks of monetary and macroprudential authorities : a robust welfare analysis
Górajski, Mariusz; Kuchta, Zbigniew - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014484080
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Predicting stock market crises using daily stock market valuation and investor sentiment indicators
Fu, Junhui; Zhou, Qingling; Liu, Yufang; Wu, Xiang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012659074
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Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix; Giudici, Paolo; Hashem, Shatha … - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
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Re-examining risk premiums in the Fama-French model : the role of investor sentiment
Wu, Po-Chin; Liu, Shiao-Yen; Chen, Che-Ying - In: The North American journal of economics and finance : a … 36 (2016), pp. 154-171
Persistent link: https://www.econbiz.de/10011672644
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Inferences of default risk and borrower characteristics on P2P lending
Chen, Cathy W. S.; Dong, Manh Cuong; Liu, Nathan; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012203151
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Real-time conditional forecasts with Bayesian VARs : an application to New Zealand
Bloor, Chris; Matheson, Troy - In: The North American journal of economics and finance : a … 22 (2011) 1, pp. 26-42
Persistent link: https://www.econbiz.de/10009266787
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Comparing the New Keynesian Phillips Curve with time series models to forecast inflation
Rumler, Fabio; Valderrama, María Teresa - In: The North American journal of economics and finance : a … 21 (2010) 2, pp. 126-144
Persistent link: https://www.econbiz.de/10009267847