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71
Credit risk analysis : reflections on the use of the logit model
Barual, Concepción
;
García, Fernando
;
Giménez, Vincente
- In:
Journal of applied finance & banking
2
(
2012
)
6
,
pp. 1-13
techniques commonly used by large organizations and rating agencies for predicting
insolvency
. However, it should be borne in …
Persistent link: https://www.econbiz.de/10009741564
Saved in:
72
Coordinated strategic defaults and financial fragility in a costly state verification model
Carrasco, Vinicius
;
Salgado, Pablo
- In:
Journal of financial intermediation
23
(
2014
)
1
,
pp. 129-139
Persistent link: https://www.econbiz.de/10010400967
Saved in:
73
A proportional hazards model of commercial mortgage default with originator bias
Ciochetti, Brian A.
;
Deng, Yongheng
;
Lee, Gail
; …
- In:
The journal of real estate finance and economics
27
(
2003
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10001763275
Saved in:
74
On the total operating costs up to default in a renewal risk model
Feng, Runhuan
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 305-314
Persistent link: https://www.econbiz.de/10009517563
Saved in:
75
Macroeconomic default modeling and stress testing
Simons, Dietske
;
Rolwes, Ferdinand
- In:
International journal of central banking : IJCB
5
(
2009
)
3
,
pp. 177-204
Persistent link: https://www.econbiz.de/10009521392
Saved in:
76
Premia for correlated default risk
Azizpour, Shahriar
;
Giesecke, Kay
;
Kim, Baeho
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1340-1357
Persistent link: https://www.econbiz.de/10009241405
Saved in:
77
Cash holdings and credit risk
Acharya, Viral V.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003637630
Saved in:
78
Capital requirements and business cycle regimes : forward-looking modelling of default probabilities
Pederzoli, Chiara
;
Torricelli, Costanza
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3121-3140
Persistent link: https://www.econbiz.de/10003203855
Saved in:
79
Default risk, productivity, and the environment :
theory
and evidence from U.S. manufacturing
Andersen, Dana C.
-
2017
Persistent link: https://www.econbiz.de/10011718484
Saved in:
80
Central counterparty resolution : an unresolved problem
Kumar, Manmohan S.
;
Turing, Dermot
- In:
The journal of financial market infrastructures
6
(
2017/2018
)
2/3
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011912401
Saved in:
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