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~person:"Chomsisengphet, Souphala"
~person:"Jarrow, Robert A."
~person:"Lucas, André"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Chomsisengphet, Souphala
Jarrow, Robert A.
Lucas, André
Goodman, Laurie Sharon
7
Longstaff, Francis A.
7
Berger, Allen N.
6
Hammoudeh, Shawkat
6
Apergēs, Nikolaos
5
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5
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5
Koopman, Siem Jan
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5
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4
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4
Deng, Yongheng
4
Escalante, Cesar L.
4
Frame, W. Scott
4
Hassan, M. Kabir
4
Jagtiani, Julapa
4
Kanas, Angelos
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Lang, William W.
4
Malhotra, Davinder Kumar
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Patel, Pankaj
4
Saunders, Anthony
4
Schuermann, Til
4
Shahzad, Syed Jawad Hussain
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Stokes, Jeffrey R.
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Strebulaev, Ilya A.
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Zhang, Gaiyan
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3
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3
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
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ECONIS (ZBW)
10
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1
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
2
A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
Saved in:
3
Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert A.
;
Lin, Haizhi
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10003835030
Saved in:
4
Thy neighbor's mortgage : does living in a subprime neighborhood affect one's probability of default?
Agarwal, Sumit
;
Ambrose, Brent William
;
Chomsisengphet, …
- In:
Real estate economics : journal of the American Real …
40
(
2012
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009522929
Saved in:
5
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
6
Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
Saved in:
7
Predatory lending and the subprime crisis
Agarwal, Sumit
;
Ben-David, Itzhak
;
Chomsisengphet, Souphala
- In:
Journal of financial economics
113
(
2014
)
1
,
pp. 29-52
Persistent link: https://www.econbiz.de/10010421833
Saved in:
8
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10003800184
Saved in:
9
Empirical credit cycles and capital buffer formation
Koopman, Siem Jan
;
Lucas, André
;
Klaassen, Pieter
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3159-3179
Persistent link: https://www.econbiz.de/10003203860
Saved in:
10
Do banks pass through credit expansions to consumers who want to borrow?
Agarwal, Sumit
;
Chomsisengphet, Souphala
;
Mahoney, Neale
; …
- In:
The quarterly journal of economics
133
(
2018
)
1
,
pp. 129-190
Persistent link: https://www.econbiz.de/10012036814
Saved in:
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