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Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz; Jabłecki, Juliusz - In: The journal of credit risk : published quarterly by … 12 (2016) 3, pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
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Asset pledgeability and endogenously leveraged bubbles
Bengui, Julien; Phan, Toan - 2018
Persistent link: https://www.econbiz.de/10011866750
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Asset pledgeability and endogenously leveraged bubbles
Bengui, Julien; Phan, Toan - 2018
Persistent link: https://www.econbiz.de/10011821854
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Bankruptcy litigation and optimal debt contracts
Scheepens, Joris P. J. F. - 1993
Persistent link: https://www.econbiz.de/10000861790
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Wirkungen institutioneller Regelungen zur Kreditsicherung im Vorfeld der Insolvenz
Schiller, Dieter - 1988 - 1. Aufl
Persistent link: https://www.econbiz.de/10000750331
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The uneasy case for the priority of secured claims in bankruptcy : further thoughts and a reply to critics
Bebchuk, Lucian A.; Fried, Jesse M. - 1998
Persistent link: https://www.econbiz.de/10000659289
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Credit risk assessment considering variations in exposure : application to commitment lines
Fujiwara, Shigeaki - 2008
Persistent link: https://www.econbiz.de/10003650951
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Collateral, default penalties and almost finite-time solvency
Martins-da-Rocha, Victor Filipe (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003651341
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Collateral, credit history, and the financial decelerator
Elul, Ronel - In: Journal of financial intermediation 17 (2008) 1, pp. 63-88
Persistent link: https://www.econbiz.de/10003742414
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Default, insurance, and debt over the life-cycle
Athreya, Kartik B. - In: Journal of monetary economics 55 (2008) 4, pp. 752-774
Persistent link: https://www.econbiz.de/10003764766