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Cerrato, Mario; Crosby, John; Kim, Minjoo; Zhao, Yang - 2015

Persistent link: https://www.econbiz.de/10011413074

Recovery in default risk modeling : theoretical foundations and empirical applications

Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank - 2001

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Investigating the sources of default risk : lessons from empirically evaluating credit risk models

Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank X. - 2001

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Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models

Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank Xiaoling - In: The journal of business : B 79 (2006) 4, pp. 1955-1987

Persistent link: https://www.econbiz.de/10003378503

Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models

Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank Xiaoling - In: Credit risk : models, derivatives, and management, (pp. 155-180). 2008

Persistent link: https://www.econbiz.de/10003718458

Decoding default risk : a review of modeling approaches, findings, and estimation methods

Bakshi, Gurdip S.; Gao, Xiaohui; Zhong, Zhaodong - In: Annual review of financial economics 14 (2022), pp. 391-413

Persistent link: https://www.econbiz.de/10013461162

Analysing the determinants of credit risk for general insurance firms in the UK

Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - 2016

This paper estimates a reduced-form model to assess the credit risk of General Insurance (GI) non-life firms in the UK. Compared to earlier studies, it uses a much larger sample including 30 years of data for 515 firms, and also considers a much wider set of possible determinants of credit risk....

Persistent link: https://www.econbiz.de/10011497181

Analysing the determinants of credit risk for General Insurance firms in the UK

Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - 2016

Persistent link: https://www.econbiz.de/10011497884

Analysing the determinants of credit risk for general insurance firms in the UK

Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - 2016

Persistent link: https://www.econbiz.de/10011536775

Analysing the determinants of insolvency risk for general insurance firms in the UK

Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - In: Journal of banking & finance 84 (2017), pp. 107-122

Persistent link: https://www.econbiz.de/10011816839