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Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default

Betz, Jennifer - 2018

Persistent link: https://www.econbiz.de/10012198130

Are corporate bond defaults contagious across sectors?

Ellis, Colin - In: International Journal of Financial Studies : open … 8 (2020) 1/1, pp. 1-17

Corporate bond defaults in different sectors often increase suddenly at roughly similar times, although some sectors see default rates jump earlier than others. This could reflect contagion among sectors-specifically, defaults in one sector leading to credit stresses in other sectors of the...

Persistent link: https://www.econbiz.de/10012168967

Financial ratios and prediction on corporate bankruptcy in the Atlantic salmon industry

Misund, Bård - In: Aquaculture economics & management : official journal … 21 (2017) 2, pp. 241-260

Persistent link: https://www.econbiz.de/10011722332

Rating migration and bond valuation : decomposing rating migration matrices from market data via default probability term structures

Barnard, Brian - In: Expert journal of finance 5 (2017), pp. 49-72

Persistent link: https://www.econbiz.de/10011749658

Credit ratings and credit risk : is one measure enough?

Hilscher, Jens; Wilson, Mungo - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3414-3437

Persistent link: https://www.econbiz.de/10011760509

Intertemporal forecasts of defaulted bond recoveries and portfolio losses

Kalotay, Egon A.; Altman, Edward I. - In: Review of finance : journal of the European Finance … 21 (2017) 1, pp. 433-463

Persistent link: https://www.econbiz.de/10011778628

Estimation of the probability of default of corporate borrowers

Rylov, Denis V.; Shkurkin, Dmitry V.; Borisova, Anna A. - In: International journal of economics and financial issues … 6 (2016) 1, pp. 63-67

Persistent link: https://www.econbiz.de/10011780770

Local logit regression for recovery rate

Sopitpongstorn, Nithi; Silvapulle, Paramsothy; Gao, Jiti - 2017

Persistent link: https://www.econbiz.de/10011782259

A macroeconomic model of credit risk in Uruguay

Illanes, Gabriel; Peña Sánchez, Alejandro Rubén; … - In: Revista brasileira de economia : RBE ; revista da … 70 (2016) 4, pp. 441-455

Persistent link: https://www.econbiz.de/10011787685

The determinants of credit and insolvency risk of European commercial banks : a dynamic panel data analysis

Jabra, Wiem Ben; Mighri, Zouheir; Mansouri, Fayçal - In: International journal of monetary economics and finance 10 (2017) 2, pp. 111-143

Persistent link: https://www.econbiz.de/10011740567