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Credit rationing with moral hazard and mean reversion
Jung, Jeeman - 1991
Persistent link: https://www.econbiz.de/10000869952
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Chernobyl effects and dental insurance
Olsson, Christina - 1996
Persistent link: https://www.econbiz.de/10000948182
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Do-Validating Local Linear Hazards
Gamiz, Maria Luz - 2014
This paper brings together the theory and practice of local linear kernel hazard estimation. Bandwidth selection is …
Persistent link: https://www.econbiz.de/10013046367
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Insolvency forecasting through trend analysis with full ignorance of probabilities
Poláček, Tomáš; Kruntorádová, Markéta - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 27 (2019) 3/4, pp. 17-30
Persistent link: https://www.econbiz.de/10012372881
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Financial distress and the business cycle
Suárez, Javier; Sussman, Oren - In: Oxford review of economic policy 15 (1999) 3, pp. 39-51
Persistent link: https://www.econbiz.de/10001516116
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A time series analysis of aggregate business failure activity and credit conditions
Melicher, Ronald W. - In: Journal of economics & business 40 (1988) 4, pp. 319-333
Persistent link: https://www.econbiz.de/10001069780
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Multi-Period Corporate Failure Prediction with Stochastic Covariates
Duffie, Darrell - 2009
We provide maximum likelihood estimators of term structures of conditional probabilities of bankruptcy over relatively … dependence of the level and shape of the term structure of conditional future bankruptcy probabilities on a firm's distance to …
Persistent link: https://www.econbiz.de/10012767637
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Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.; Squartini, T.; Kandhai, D.; Garlaschelli, D. - In: Quantitative finance 21 (2021) 9, pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
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Multi-Period Corporate Failure Prediction with Stochastic Covariates
Duffie, Darrell - 2004
We provide maximum likelihood estimators of term structures of conditional probabilities of bankruptcy over relatively … dependence of the level and shape of the term structure of conditional future bankruptcy probabilities on a firm's distance to …
Persistent link: https://www.econbiz.de/10012467947
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A conditionally beta distributed time-series model with application to monthly US corporate default rates
Pajhede, Thor - 2017
Persistent link: https://www.econbiz.de/10011587865