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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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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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A comparison study of pricing credit default swap index tranches with convex combination of copulae
Okhrin, Ostap; Xu, Yafei - In: The North American journal of economics and finance : a … 42 (2017), pp. 173-217
Persistent link: https://www.econbiz.de/10011938100
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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
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Factors influencing bank risk in Europe : evidence from the financial crisis
Baselga-Pascual, Laura; Trujillo-Ponce, Antonio; … - In: The North American journal of economics and finance : a … 34 (2015), pp. 138-166
Persistent link: https://www.econbiz.de/10011539860
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Credit risk of subsidiaries of foreign banks in CEE countries : impacts of the parent bank and home country economic environment
Škrabić Perić, Blanka; Smiljanić, Ana Rimac; … - In: The North American journal of economics and finance : a … 46 (2018), pp. 49-69
Persistent link: https://www.econbiz.de/10012036593
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Pricing of vulnerable options with early counterparty credit risk
Jeon, Junkee; Kim, Geonwoo - In: The North American journal of economics and finance : a … 47 (2019), pp. 645-656
Persistent link: https://www.econbiz.de/10012120148
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CVA for Cliquet options under Heston model
Feng, Yaqin; Wang, Min; Zhang, Yuanqing - In: The North American journal of economics and finance : a … 48 (2019), pp. 272-282
Persistent link: https://www.econbiz.de/10012120248
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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
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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