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Correlation in credit risk changes
Pu, Xiaoling; Zhao, Xinlei - In: Journal of banking & finance 36 (2012) 4, pp. 1093-1106
Persistent link: https://www.econbiz.de/10009557821
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What moves the correlation between the equity and credit default swap markets?
Liu, Zilong; Pu, Xiaoling; Zhao, Xinlei - In: The journal of fixed income 25 (2015) 2, pp. 72-87
Persistent link: https://www.econbiz.de/10011399890
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Unobserved systematic risk factor and default prediction
Qi, Min; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of banking & finance 49 (2014), pp. 216-227
Persistent link: https://www.econbiz.de/10010508040
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Machine learning loss given default for corporate debt
Olson, Luke M.; Qi, Min; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of empirical finance 64 (2021), pp. 144-159
Persistent link: https://www.econbiz.de/10013259408
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Debt structure, market value of firm and recovery rate
Qi, Min; Zhao, Xinlei - In: The journal of credit risk : published quarterly by … 9 (2013) 1, pp. 3-37
Persistent link: https://www.econbiz.de/10009737308
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Credit rating and microfinance lending decisions based on loss given default (LGD)
Shi, Baofeng; Zhao, Xue; Wu, Bi; Dong, Yizhe - In: Finance research letters 30 (2019), pp. 124-129
Persistent link: https://www.econbiz.de/10012420319
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Modeling loss given default regressions
Li, Phillip; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of risk 23 (2020/2021) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
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Further investigation of parametric loss given default modeling
Li, Phillip; Qi, Min; Zhang, Xiaofei; Zhao, Xinlei - In: The journal of credit risk : published quarterly by … 12 (2016) 4, pp. 17-47
Persistent link: https://www.econbiz.de/10011645433
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Predicting mortgage early delinquency with machine learning methods
Chen, Shunqin; Guo, Zhengfeng; Zhao, Xinlei - In: European journal of operational research : EJOR 290 (2021) 1, pp. 358-372
Persistent link: https://www.econbiz.de/10012436411
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Risks of long-term auto loans
Guo, Zhengfeng; Zhang, Yan; Zhao, Xinlei - In: The journal of credit risk : published quarterly by … 18 (2022) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10014247864