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An alternative Z-score measure for downside bank insolvency risk

Lepetit, Lætitia; Strobel, Frank; Tran Thu Ha - In: Applied economics letters 28 (2021) 2, pp. 137-142

Persistent link: https://www.econbiz.de/10012415101

Bank insolvency risk and Z-score measures : a refinement

Lepetit, Lætitia; Strobel, Frank - In: Finance research letters 13 (2015), pp. 214-224

Persistent link: https://www.econbiz.de/10011552521

Does uncertainty matter for loan charge-offs?

Lepetit, Lætitia; Strobel, Frank; Dickinson, David G. - In: Journal of international financial markets, … 22 (2012) 2, pp. 264-277

Persistent link: https://www.econbiz.de/10009581701

Time-varying Z-score measures for bank insolvency risk : best practice

Bouvatier, Vincent; Lepetit, Lætitia; Rehault, … - In: Journal of empirical finance 73 (2023), pp. 170-179

Persistent link: https://www.econbiz.de/10014477006

Uncertainty and switching in the mortgage market

Gondat-Larralde, Céline; Strobel, Frank - In: Applied economics 45 (2013) 19/21, pp. 3068-3073

Persistent link: https://www.econbiz.de/10010192319

(Simple) ΔCoVaR bounds

Mercadier, Mathieu; Strobel, Frank - In: Applied economics letters 30 (2023) 14, pp. 1874-1881

Persistent link: https://www.econbiz.de/10014305372

Uncertainty and Switching in the Mortgage Market

Gondat-Larralde, Céline - 2015

We examine when it might be optimal for borrowers to switch providers of debt products such as their mortgage, allowing in particular for the role of uncertainty by constructing a stylized real options model of the decision problem involved. We illustrate with numerical examples, and then...

Persistent link: https://www.econbiz.de/10013039221