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Stress testing for retail mortgages based on probability analysis
Liu, Chang; Nassar, Raja - In: Computational economics 53 (2019) 1, pp. 433-455
Persistent link: https://www.econbiz.de/10012134696
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Stress testing of retail mortgages : a study based on non-stationary Markov chains and t-copula simulation
Liu, Chang; Guo, Min; Nassar, Raja - In: The journal of risk model validation 4 (2010/11) 2, pp. 65-80
Persistent link: https://www.econbiz.de/10003995413
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A method of retail mortgage stress testing : based on time-frame and magnitude analysis
Liu, Chang; Nassar, Raja; Guo, Min - In: Journal of forecasting 34 (2015) 4, pp. 261-274
Persistent link: https://www.econbiz.de/10011305205
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Institutional information manipulation and individual investors' disadvantages : a new explanation for momentum reversal on the Chinese stock market
Liu, Chang; Liu, Haiyue; Nassar, Raja; Li, Liang - In: Emerging markets, finance and trade : EMFT 57 (2021) 2, pp. 525-540
Persistent link: https://www.econbiz.de/10012423812
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Stress testing of retail mortgages : a study based on non-stationary Markov chains and t-copula simulation
Liu, Chang; Guo, Min; Nassar, Raja - In: The journal of risk model validation 4 (2010/11) 2, pp. 65-80
Persistent link: https://www.econbiz.de/10009911490