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Correlations and business cycles of credit risk : evidence from bankruptcies in Germany
Rösch, Daniel - 2003
Persistent link: https://www.econbiz.de/10001827234
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Dynamic modeling of credit portfolio risk with time-discrete Hzard rates
Hamerle, Alfred - 2002
Persistent link: https://www.econbiz.de/10013408266
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Study of the leading European construction companies using risk factor models
Escribano, Ana; Jareño, Francisco; Cano, Jose Ángel - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
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Credit spreads between German and Italian medium term zero coupon government bonds : empirical assessment of a three-factor defaultable term structure model
Schmid, Bernd; Kalemanova, Anna - In: Financial risk and financial risk management, (pp. 497-533). 2002
Persistent link: https://www.econbiz.de/10001755661
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Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart; Poddig, Thorsten; Fieberg, … - In: Journal of risk 20 (2017/2018) 6, pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
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Ansatzpunkte für die betriebswirtschaftliche Prüfung und Verbesserung von Ratingsystemen
Bemmann, Martin; Gleißner, Werner - In: Prüfung des Kreditgeschäfts durch die Interne …, (pp. 179-217). 2007
Persistent link: https://www.econbiz.de/10003574533
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Default risk in bond and credit derivatives markets
Benkert, Christoph - 2004
Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between …. TOC:Introduction.- On the Economic Content of Models of Default Risk.- Intensity-based Modeling of Default.- The Empirical … Performance of Reduced-Form Models of Default Risk.- Explaining Credit Default Swap Premia.- Conclusion …
Persistent link: https://www.econbiz.de/10002146228