Similar Search Results

The link between default risk and macroeconomy in Tunisia : cointegration approach

Youssef, Amel Ben - In: International journal of economics and finance 6 (2014) 4, pp. 257-275

Persistent link: https://www.econbiz.de/10010348861

Macroeconomic stress-testing of mortgage default rate using a vector error correction model and entropy pooling

Ardia, David; Guerrouaz, Anas; Rey, Jeanne - In: Assurances et gestion des risques : revue trimestrielle 83 (2016) 3/4, pp. 115-133

Persistent link: https://www.econbiz.de/10011637834

Healthy ... distress ... default

Kakushadze, Zura - In: Journal of risk & control 6 (2019) 1, pp. 113-119

Persistent link: https://www.econbiz.de/10012237605

Liquidity risk of corporate bond returns : conditional approach

Acharya, Viral V.; Amihud, Yakov; Bharath, Sreedhar T. - In: Journal of financial economics 110 (2013) 2, pp. 358-386

Persistent link: https://www.econbiz.de/10010208670

Modeling corporate default rates

Tong, Xiaoming - In: International journal of economics and finance 6 (2014) 8, pp. 1-14

Persistent link: https://www.econbiz.de/10010399382

On the county-level credit outcome beta

Desai, Chintal A.; Elliehausen, Gregory E.; Lawrence, … - In: Journal of financial services research : JFSR 45 (2014) 2, pp. 201-218

Persistent link: https://www.econbiz.de/10010401073

Sovereign bond spreads and credit sensitivity

Schefer, Ricardo - 2020

Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because they have no contractual claims to defined assets and samples of defaults are limited. A geometric version of credit spread is used to derive expected payments, dependent on...

Persistent link: https://www.econbiz.de/10012307696

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

An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies

Blanco, Roberto; Fernández, Elena; García-Posada, Miguel - 2023

Persistent link: https://www.econbiz.de/10014526677

Business Models and Stock Exchange Performance - Empirical Evidence

Serifsoy, Baris - 2005

as derivatives trading, post-trading services and software sales. This trend can be observed most notably among profit …

Persistent link: https://www.econbiz.de/10010263317

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