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Does default probability matter in Latin American emerging markets?

Abinzano, Isabel; Muga, Luis; Santamaría Aquilué, Rafael - In: Emerging markets finance & trade : a journal of the … 49 (2013) 5, pp. 63-81

Persistent link: https://www.econbiz.de/10010258519

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

Application of AI in credit scoring modeling

Popovych, Bohdan - 2022

The scope of this study is to investigate the capability of AI methods to accurately detect and predict credit risks based on retail borrowers' features. The comparison of logistic regression, decision tree, and random forest showed that machine learning methods are able to predict credit...

Persistent link: https://www.econbiz.de/10013465855

Credit default swaps and debt overhang

Wong, Tak-Yuen; Yu, Jin - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2069-2097

Persistent link: https://www.econbiz.de/10013262912

Micro credit risk metrics : a comprehensive review

Çelik, Şaban - In: Intelligent systems in accounting finance and … 20 (2013) 4, pp. 233-272

Persistent link: https://www.econbiz.de/10010233194

Forecasting probabilities of default and loss rates given default in the presence of selection

Rösch, Daniel; Scheule, Harald - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 393-407

Persistent link: https://www.econbiz.de/10010251696

Informed bond trading, corporate yield spreads, and corporate default prediction

Han, Song; Zhou, Xing - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 675-694

Persistent link: https://www.econbiz.de/10010347894

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

Macroeconomic variables and default risk : an application of the FAVAR model

Guo, Liang; Bruneau, Catherine - In: Revue d'économie politique 124 (2014) 5, pp. 817-857

Persistent link: https://www.econbiz.de/10010492060

The economic default time and the arcsine law

Guo, Xin; Jarrow, Robert A.; Larrard, Adrien de - In: Journal of financial engineering 1 (2014) 3, pp. 1-18

Persistent link: https://www.econbiz.de/10010508010