Narrow search
Showing 1 - 10 of 18,674
Cover Image
A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi - In: Insurance / Mathematics & economics 73 (2017), pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
Cover Image
Predicting failure risk using financial ratios : quantile hazard model approach
Dong, Manh Cuong; Tian, Shaonan; Chen, Cathy W. S. - In: The North American journal of economics and finance : a … 44 (2018), pp. 204-220
Persistent link: https://www.econbiz.de/10012036537
Cover Image
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
Cover Image
Unobservable Systematic Risk Factor and Default Prediction
Qi, Min; Xiaofei, Zhang; Zhao, Xinlei Shelly - 2022
We examine the impact of the unobservable systematic risk factor on default prediction model performance. We find that including the unobservable systematic risk factor might help improve predictive accuracy, but it might not help improve rank ordering of firms by default risk. Rank ordering is...
Persistent link: https://www.econbiz.de/10013492338
Cover Image
Recovery rates : uncertainty certainly matters
Gambetti, Paolo; Gauthier, Geneviève; Vrins, Frédéric - In: Journal of banking & finance 106 (2019), pp. 371-383
Persistent link: https://www.econbiz.de/10012224314
Cover Image
What risks for the profitability of the banking sector
Gargouri, Ilhèm; Boujelben, Younes - In: International journal of economics and finance 6 (2014) 7, pp. 140-156
Persistent link: https://www.econbiz.de/10010384660
Cover Image
The impact of different default triggers on CMBS risk evaluation
Christopoulos, Andreas D. - In: Journal of investment management : JOIM 15 (2017) 2, pp. 65-91
Persistent link: https://www.econbiz.de/10011700690
Cover Image
Rollover risk and credit risk
He, Zhiguo; Xiong, Wei - In: The journal of finance : the journal of the American … 67 (2012) 2, pp. 391-430
Persistent link: https://www.econbiz.de/10009534007
Cover Image
Leverage and default in binomial economies : a complete characterization
Fostel, Ana; Geanakoplos, John - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2191-2229
Persistent link: https://www.econbiz.de/10011431541
Cover Image
Ibbotson's default premium : risky data
Hallerbach, Winfried G.; Houweling, Patrick - In: The journal of investing 22 (2013) 2, pp. 95-105
Persistent link: https://www.econbiz.de/10009771054