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Forecasting model
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Gupta, Rangan
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169
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151
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109
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Ma, Feng
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95
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95
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87
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76
Dijk, Dick van
73
Siliverstovs, Boriss
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Mitchell, James
69
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66
Wang, Yudong
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Armstrong, J. Scott
64
Guidolin, Massimo
64
Zhang, Yaojie
62
Carriero, Andrea
60
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Springer Fachmedien Wiesbaden
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Österreichisches Institut für Wirtschaftsforschung
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve System / Division of Research and Statistics
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IGI Global
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Centre for Quantitative Economics & Computing
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Erasmus Research Institute of Management
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Verlag Dr. Kovač
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Zakład Teorii Prognoz <Krakau>
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Europäische Kommission / Gemeinsame Forschungsstelle
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Europäische Kommission / Statistisches Amt
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Federal Reserve Bank of Cleveland
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Centre for International Research on Economic Tendency Surveys
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of Kansas City / Research Division
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Narodna Banka na Republika Makedonija
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Stanford Institute for Economic Policy Research
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Statistik Austria
4
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International journal of forecasting
1,594
Journal of forecasting
882
Finance research letters
340
Technological forecasting & social change : an international journal
332
Energy economics
318
Applied economics
293
Journal of econometrics
280
NBER working paper series
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European journal of operational research : EJOR
267
Working paper
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Economic modelling
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NBER Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
232
Applied economics letters
224
International review of financial analysis
221
Economics letters
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Journal of banking & finance
202
Working paper / National Bureau of Economic Research, Inc.
201
Discussion paper / Centre for Economic Policy Research
193
Discussion paper / Tinbergen Institute
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Journal of empirical finance
179
Working paper series / European Central Bank
167
Computational economics
165
Journal of applied econometrics
154
Management science : journal of the Institute for Operations Research and the Management Sciences
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
International review of economics & finance : IREF
152
The North American journal of economics and finance : a journal of financial economics studies
146
CESifo working papers
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Working paper / Department of Econometrics and Business Statistics, Monash University
137
International journal of production economics
131
IMF working papers
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International journal of production research
127
Risks : open access journal
126
Journal of risk and financial management : JRFM
115
Journal of financial economics
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Applied financial economics
110
ECB Working Paper
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Finance and economics discussion series
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Pacific-Basin finance journal
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ECONIS (ZBW)
40,224
RePEc
9
BASE
1
Other ZBW resources
1
Showing
1
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10
of
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1
Loan
loss
provisions and return predictability : a dynamic perspective
Gao, Phoebe
;
Lim, Chu Yeong
;
Liu, Xiumei
;
Zeng, Cheng
- In:
China journal of accounting research : CJAR
15
(
2022
)
2
,
pp. 1-20
This paper examines the impact of loan
loss
provisions (LLPs) on return predictability during 1994-2017. We find that …
Persistent link: https://www.econbiz.de/10013269515
Saved in:
2
Credit risk forecasting modelling and projections under
IFRS
9
Montesi, Giuseppe
;
Papiro, Giovanni
;
Ugolini, Laura
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
1
,
pp. 79-101
Persistent link: https://www.econbiz.de/10012041846
Saved in:
3
Loss
functions for
Loss
Given Default model comparison
Hurlin, Christophe
;
Leymarie, Jérémy
;
Patin, Antoine
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Saved in:
4
Forecasting
loss
given default of bank loans with multi-stage model
Tanoue, Yuta
;
Kawada, Akihiro
;
Yamashita, Satoshi
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 513-522
Persistent link: https://www.econbiz.de/10011922923
Saved in:
5
Loss
given default : estimating by the conditional minimum value
Ammari, Mustapha
;
Lakhnati, Ghizlane
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 779-785
Persistent link: https://www.econbiz.de/10011823132
Saved in:
6
Predicting
loss
given default of unsecured consumer loans with time-varying survival scores
Li, Aimin
;
Li, Zhiyong
;
Bellotti, Anthony
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463798
Saved in:
7
Banks' credit
loss
forecasts : lessons from supervisory data
Birn, Martin
;
Corrias, Renzo
;
Schmieder, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014414217
Saved in:
8
A prudent
loss
given default estimation for mortgages. II
Ozdemir, Bogie
;
Huang, Emma
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10013173359
Saved in:
9
Forecast combination approach in the
loss
given default estimation
Starosta, Wojciech
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1813-1817
Persistent link: https://www.econbiz.de/10012697676
Saved in:
10
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
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