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~person:"Jarrow, Robert A."
~person:"Lucas, André"
~person:"Thomas, Lyn C."
~subject:"Credit risk"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Credit risk
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Aufsatz in Zeitschrift
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Jarrow, Robert A.
Lucas, André
Thomas, Lyn C.
Rösch, Daniel
36
Altman, Edward I.
27
Scheule, Harald
26
Ongena, Steven
23
Capponi, Agostino
20
Crook, Jonathan N.
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Norden, Lars
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Andreeva, Galina
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Brigo, Damiano
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Chi, Guotai
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Journal of the Operational Research Society : OR
8
Journal of banking & finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The journal of fixed income
3
European journal of operational research : EJOR
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International journal of forecasting
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ECONIS (ZBW)
52
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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 Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Saved in:
3
When to rebuild or when to adjust scorecards
Jung, Ki Mun
;
Thomas, Lyn C.
;
So, Mee Chi
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
10
,
pp. 1656-1668
Persistent link: https://www.econbiz.de/10011418006
Saved in:
4
The impact of Basel Accords on the lender's profitability under different pricing decisions
Huang, Bo
;
Thomas, Lyn C.
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
11
,
pp. 1826-1839
Persistent link: https://www.econbiz.de/10011418540
Saved in:
5
Exposure at default models with and without the credit conversion factor
Tong, Edward N. C.
;
Mues, Christophe
;
Brown, Iain
; …
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 910-920
Persistent link: https://www.econbiz.de/10011472989
Saved in:
6
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
7
Nowcasting and forecasting global financial sector stress and credit market dislocation
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 741-758
Persistent link: https://www.econbiz.de/10010515585
Saved in:
8
The effect of introducing economic variables into credit scorecards : an example from invoice discounting
Zhang, Jie
;
Thomas, Lyn C.
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10010516718
Saved in:
9
Improving credit scoring by differentiating defaulter behaviour
Bravo, Cristián
;
Thomas, Lyn C.
;
Weber, Richard
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
5
,
pp. 771-781
Persistent link: https://www.econbiz.de/10011302298
Saved in:
10
Financial crises and economic growth
Jarrow, Robert A.
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 194-207
Persistent link: https://www.econbiz.de/10010466553
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