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A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration
Stokes, Jeffrey R. - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 855-878
Persistent link: https://www.econbiz.de/10014342115
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Credit risk rating migration and unobserved borrower heterogeneity
Stokes, Jeffrey R.; Dressler, Jonathan B.; … - In: Agricultural finance review 68 (2008) 2, pp. 237-253
Persistent link: https://www.econbiz.de/10003797266
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Declining cost efficiency as a signal of increasing bank vulnerability : an entropy-based approach
Balasubramanyan, Lakshmi; Stefanou, Spiro E.; Stokes, … - In: Applied economics letters 17 (2010) 16/18, pp. 1769-1781
Persistent link: https://www.econbiz.de/10009232145
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Food consumption dynamics : a nonparametric approach using maximum entropy estimation
Stokes, Jeffrey R.; Frechette, Darren L. - In: Agricultural economics : the journal of the … 34 (2006) 3, pp. 281-290
Persistent link: https://www.econbiz.de/10003324971