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A comparison of stochastic def...
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81
Credit risk analysis on Euro government bonds-term structures of default probabilities
Kariya, Takeaki
;
Yamamura, Yoshiro
;
Tanokura, Yoko
; …
- In:
Asia-Pacific financial markets
22
(
2015
)
4
,
pp. 397-427
Persistent link: https://www.econbiz.de/10011524823
Saved in:
82
Credit scoring and default risk prediction : a comparative study between discriminant analysis & logistic regression
Khemais, Zaghdoudi
;
Nesrine, Djebali
;
Mohamed, Mezni
- In:
International journal of economics and finance
8
(
2016
)
4
,
pp. 39-53
Persistent link: https://www.econbiz.de/10011456360
Saved in:
83
The domino effect of credit defaults : test of asymmetric default correlations using realised default data
Li, Leon
;
Chen, Carl R.
- In:
Applied economics
50
(
2018
)
44
,
pp. 4803-4813
Persistent link: https://www.econbiz.de/10012061636
Saved in:
84
Industry specific defaults
Kwon, Tae Yeon
;
Lee, Yoonjung
- In:
Journal of empirical finance
45
(
2018
),
pp. 45-58
Persistent link: https://www.econbiz.de/10012102441
Saved in:
85
A model of credit risk in the corporate sector based on bankruptcy prediction
Hjelseth, Ida Nervik
;
Raknerud, Arvid
-
2016
Persistent link: https://www.econbiz.de/10011575917
Saved in:
86
Household's optimal mortgage and unsecured loan default decision
Kim, Jiseob
- In:
Journal of macroeconomics
45
(
2015
),
pp. 222-244
Persistent link: https://www.econbiz.de/10011577941
Saved in:
87
Is there any dependence between consumer credit line utilization and default probability on a term loan? : evidence from bank-customer data
Bergerès, Anne-Sophie
;
D'Astous, Philippe
;
Dionne, Georges
- In:
Journal of empirical finance
33
(
2015
),
pp. 276-286
Persistent link: https://www.econbiz.de/10011556889
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88
Loan officer incentives, internal rating models, and default rates
Berg, Tobias
;
Puri, Manju
;
Rocholl, Jörg
- In:
Review of finance : journal of the European Finance …
24
(
2020
)
3
,
pp. 529-578
Persistent link: https://www.econbiz.de/10012236210
Saved in:
89
Grabit : gradient tree-boosted Tobit models for default prediction
Sigrist, Fabio
;
Hirnschall, Christoph
- In:
Journal of banking & finance
102
(
2019
),
pp. 177-192
Persistent link: https://www.econbiz.de/10012162742
Saved in:
90
Loss given default : estimating by the conditional minimum value
Ammari, Mustapha
;
Lakhnati, Ghizlane
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 779-785
Persistent link: https://www.econbiz.de/10011823132
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