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Estimation
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Gupta, Rangan
111
Caporale, Guglielmo Maria
100
Pesaran, M. Hashem
87
Gil-Alaña, Luis A.
77
Marcellino, Massimiliano
68
Pierdzioch, Christian
68
McAleer, Michael
65
Koopman, Siem Jan
60
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59
Buch, Claudia M.
54
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50
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48
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47
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47
Belke, Ansgar
45
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44
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44
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43
Kilian, Lutz
43
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42
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41
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40
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38
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38
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37
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36
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36
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35
Döpke, Jörg
34
Franses, Philip Hans
34
Ghysels, Eric
34
Koop, Gary
34
Ma, Feng
34
Ongena, Steven
34
Wohar, Mark E.
34
Berg, Gerard J. van den
33
MacDonald, Ronald
33
Serletis, Apostolos
33
Guidolin, Massimo
32
Huber, Florian
32
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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Internationaler Währungsfonds / Research Department
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Institut für Weltwirtschaft
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Birkbeck College / Department of Economics
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Federal Reserve System / Board of Governors
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Verlag Dr. Kovač
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Centre for Analytical Finance <Århus>
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Federal Reserve Bank of St. Louis
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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International Monetary Fund
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Shaker Verlag
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World Bank
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Edward Elgar Publishing
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Federal Reserve Bank of San Francisco
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Applied economics
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Discussion paper series / IZA
297
CESifo working papers
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Economic modelling
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Economics letters
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Applied economics letters
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Journal of banking & finance
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Journal of econometrics
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Journal of international money and finance
213
Finance research letters
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International review of economics & finance : IREF
188
Discussion paper
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International journal of forecasting
175
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
174
Journal of applied econometrics
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Discussion paper / Tinbergen Institute
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Discussion papers / CEPR
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IZA Discussion Paper
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Journal of empirical finance
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Journal of economic dynamics & control
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Journal of financial economics
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Europäische Hochschulschriften / 5
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Journal of macroeconomics
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International review of financial analysis
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Applied financial economics
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Energy economics
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Journal of forecasting
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The review of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of monetary economics
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Finance and economics discussion series
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International journal of finance & economics : IJFE
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European economic review : EER
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ECONIS (ZBW)
35,252
EconStor
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1
Loan
loss
provisions and macroeconomic shocks : some empirical evidence for italian banks during the crisis
Caporale, Guglielmo Maria
;
Alessi, Matteo
;
Di Colli, Stefano
- In:
Finance research letters
25
(
2018
),
pp. 239-243
Persistent link: https://www.econbiz.de/10012003547
Saved in:
2
Non-Performing loans for Italian companies : when time matters. an empirical research on estimating probability to default and
loss
given default
Orlando, Guiseppe
;
Pelosi, Roberta
- In:
International Journal of Financial Studies : open …
8
(
2020
)
4/68
,
pp. 1-22
main risk components, the Probability of Default (PD) and the
Loss
Given Default (LGD) have been the subject of greater …
Persistent link: https://www.econbiz.de/10012321142
Saved in:
3
The expected rate of credit losses on banks' loan portfolios
Harris, Trevor S.
;
Khan, Urooj
;
Nissim, Doron
- In:
The accounting review : a publication of the American …
93
(
2018
)
5
,
pp. 245-271
Persistent link: https://www.econbiz.de/10011933703
Saved in:
4
Cross Country Linkages as Determinants of Procyclicality of Loan
Loss
Provisions – Empirical Importance of Sure Specification
Olszak, Małgorzata
-
2014
integration on the transmission of economic shocks from one country to another and consequently on the sensitivity of loan
loss
…
Persistent link: https://www.econbiz.de/10013061097
Saved in:
5
Loan
loss
provisioning by Italian banks : managerial discretion, relationship banking, functional distance and bank risk
Aristei, David
;
Gallo, Manuela
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 238-256
Persistent link: https://www.econbiz.de/10012204366
Saved in:
6
The procyclicality of banking : evidence from the euro area
Huizinga, Harry
;
Laeven, Luc
-
2019
Persistent link: https://www.econbiz.de/10011997973
Saved in:
7
Credit risk management and cyclicality of bank lending to non-financial corporations in Italy during the financial crisis : 2008-2012 : a modeling study
Olgiati, Stefano
;
Danovi, Alessandro
- In:
Problems and perspectives in management : PPM ; …
13
(
2015
)
2
,
pp. 7-14
Persistent link: https://www.econbiz.de/10011490933
Saved in:
8
Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia
;
Düllmann, Klaus
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
Saved in:
9
Resolution of defaulted loan contracts : an empirical analysis of default resolution time and
loss
given default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
Saved in:
10
Financial dampening
Wieland, Johannes
;
Yang, Mu-Jeung
-
2016
Persistent link: https://www.econbiz.de/10011460484
Saved in:
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