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Solving creditor problems in the twilight zone : superfluous law and inadequate private solutions

Couwenberg, Oscar; Lubben, Stephen J. - In: International review of law and economics 34 (2013), pp. 61-76

Persistent link: https://www.econbiz.de/10009749938

CDS and the resolution of financial distress

Lubben, Stephen J.; Narayanan, Rajesh - In: Journal of applied corporate finance : JACF 24 (2012) 4, pp. 129-134

Persistent link: https://www.econbiz.de/10009716841

Deciphering the Libor and Euribor Spreads during the subprime crisis

Pelizzon, Loriana; Sartore, Domenico - In: The North American journal of economics and finance : a … 26 (2013), pp. 565-585

Persistent link: https://www.econbiz.de/10010370493

Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, … - In: Journal of financial economics 142 (2021) 1, pp. 69-96

Persistent link: https://www.econbiz.de/10012650658

Sovereign credit risk, liquidity, and European Central Bank intervention : Deus ex machina?

Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; … - In: Journal of financial economics 122 (2016) 1, pp. 86-115

Persistent link: https://www.econbiz.de/10011590889

Credit scoring in SME asset-backed securities : an Italian case study

Bedin, Andrea; Billio, Monica; Costola, Michele; … - In: Journal of risk and financial management : JRFM 12 (2019) 2/89, pp. 1-28

We investigate the default probability, recovery rates and loss distribution of a portfolio of securitised loans granted to Italian small and medium enterprises (SMEs). To this end, we use loan level data information provided by the European DataWarehouse platform and employ a logistic...

Persistent link: https://www.econbiz.de/10012022072

Buildings' energy efficiency and the probability of mortgage default : the Dutch case

Billio, Monica; Costola, Michele; Pelizzon, Loriana; … - In: The journal of real estate finance and economics 65 (2022) 3, pp. 419-450

Persistent link: https://www.econbiz.de/10013438642