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Adjusted money's worth ratios in life annuities
Casassus, Jaime; Walker Hitschfeld, Eduardo - 2013
Persistent link: https://www.econbiz.de/10009765774
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Modeling default probability via structural models of credit risk in context of emerging markets
Kovacova, Maria; Kollar, Boris - In: Financial management from an emerging market perspective, (pp. 113-127). 2018
Persistent link: https://www.econbiz.de/10011860601
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The credit risk premium in a disaster-prone world
Zhu, Yanhui (contributor); Copeland, Laurence S. (contributor) - 2008
The seminal Barro (2006) closed-economy model of the equity risk premium in the presence of extreme events ("disasters") allowed for leverage in the form of risky corporate debt which defaulted only in states when the Government defaulted on its debt. The probability of default was therefore...
Persistent link: https://www.econbiz.de/10003739622
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Measuring systemic risk : a factor-augmented correlated default approach
Suh, Sangwon - In: Journal of financial intermediation 21 (2012) 2, pp. 341-358
Persistent link: https://www.econbiz.de/10009708412
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Models for predicting default : towards efficient forecasts
Castagnolo, Fernando; Ferro, Gustavo - In: Journal of risk finance : the convergence of financial … 15 (2014) 1, pp. 52-70
Persistent link: https://www.econbiz.de/10010252216
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Liquidity, leverage, and Lehman : a structural analysis of financial institutions in crisis
Chen, Ren-Raw; Chidambaran, Nemmara; Imerman, Michael B.; … - In: Journal of banking & finance 45 (2014), pp. 117-139
Persistent link: https://www.econbiz.de/10010466618
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Guarantees, transparency and the interdependency between sovereign and bank default risk
König, Philipp Johann; Anand, Kartik; Heinemann, Frank - In: Journal of banking & finance 45 (2014), pp. 321-337
Persistent link: https://www.econbiz.de/10010467894
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Strategic default on first and second lien mortgages during the financial crisis
Jagtiani, Julapa; Lang, William W. - 2010
Persistent link: https://www.econbiz.de/10008772197
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Can Islamic injunctions indemnify the structural flaws of securitized debt?
Ebrahim, Muhammed Shahid; Jaafar, Aziz; Omar, Fatma A.; … - In: The journal of corporate finance : contracting, … 37 (2016), pp. 271-286
Persistent link: https://www.econbiz.de/10011478637
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Capital regulation in a macroeconomic model with three layers of default
Clerc, Laurent; Derviz, Alexis; Mendicino, Caterina; … - 2014
Persistent link: https://www.econbiz.de/10011408271