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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
737
NBER working paper series
500
Working paper / National Bureau of Economic Research, Inc.
461
Economics letters
445
The journal of futures markets
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ECONIS (ZBW)
186
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1
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
2
The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.
;
Wu, Tao L.
;
Yang, Jiarui
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
Saved in:
3
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
Saved in:
4
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
5
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
6
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
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7
A parametric approach to counterparty and credit risk
Orlando, Giuseppe
;
Härtel, Maximilian
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
4
,
pp. 97-133
Persistent link: https://www.econbiz.de/10010495826
Saved in:
8
Default predictors in credit scoring : evidence from France's retail banking instiution
Nguyen, Ha-thu
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 41-66
Persistent link: https://www.econbiz.de/10011298057
Saved in:
9
Review of credit risk and credit scoring models based on computing paradigms in financial institutions
Sharma, Deepika
;
Vashistha, Ashutosh
;
Gupta, Manoj K.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 63-77
Persistent link: https://www.econbiz.de/10012816875
Saved in:
10
Forecasting consumer credit
recovery
failure : classification approaches
Kim, Hyeongjun
;
Cho, Hoon
;
Ryu, Doojin
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 117-140
Persistent link: https://www.econbiz.de/10012816939
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