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Default risk modeling with pos...
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51
The assessment of the default risk for the banks of the Romanian banking system
Vlad, Sorin Mădălin
;
Ruxanda, Gheorghe
- In:
International journal of economics, finance and …
3
(
2015
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10010508533
Saved in:
52
Default probability of a captive credit bank with government capital injections : a capped barrier option approach
Chang, Chuen-ping
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2444-2450
Persistent link: https://www.econbiz.de/10009673700
Saved in:
53
Book-to-market equity, operating risk, and asset correlations : implications for Basel capital requirement
Lee, Shih-cheng
;
Lin, Chien-ting
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 973-989
Persistent link: https://www.econbiz.de/10009582493
Saved in:
54
Semiparametric estimation of default probability : evidence from the Prosper online credit market
Li, Xiaofeng
;
Shang, Ying
;
Su, Zhi
- In:
Economics letters
127
(
2015
),
pp. 54-57
Persistent link: https://www.econbiz.de/10011382869
Saved in:
55
Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin
;
Liu, Jung-Fang
;
Lin, Wei-Yu
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
Saved in:
56
Systematic risk and yield premiums in the bond market
Fu, Liang
;
Murphy, Austin
;
Benzschawei, Terry
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011298058
Saved in:
57
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
58
The valuation of deposit insurance premiums based on a specific bank's official default probability
Chiang, Shu Ling
;
Tsai, Ming-shann
- In:
Multinational finance journal
23
(
2019
)
3/4
,
pp. 141-167
Persistent link: https://www.econbiz.de/10012590830
Saved in:
59
Concentration risk indicator
Hadzisalihovic, Anis
;
Pruckner, Johann
;
Kern, Andreas
- In:
Inventi impact: emerging economies
(
2019
)
4
,
pp. 250-263
Persistent link: https://www.econbiz.de/10012642470
Saved in:
60
On the dependence between default risk and recovery rates in structural models
Fermanian, Jean-David
- In:
Annals of economics and statistics
140
(
2020
),
pp. 45-82
Persistent link: https://www.econbiz.de/10012602600
Saved in:
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