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Correlations and business cycles of credit risk : evidence from bankruptcies in Germany
Rösch, Daniel - 2003
Persistent link: https://www.econbiz.de/10001827234
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Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert; Leuenberger, Nicola - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
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Assessing the influence of ESG score, industry, and stock index on firm default risk : a sustainable bank lending perspective
Palmieri, Egidio; Ferilli, Greta B.; Stefanelli, Valeria; … - In: Finance research letters 57 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014526674
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Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of financial stability 8 (2012) 3, pp. 193-205
Persistent link: https://www.econbiz.de/10009655810
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Business cycles and bank regulations : what happens to bank provisioning? ; a more comprehensive look at 49 countries
Hsieh, Meng-fen; Shen, Chung-hua - In: Applied economics 43 (2011) 19/21, pp. 2811-2822
Persistent link: https://www.econbiz.de/10009379585
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Are the Fama-French factors really compensation for distress risk?
Groot, Wilma de; Huij, Joop - In: Journal of international money and finance 86 (2018), pp. 50-69
Persistent link: https://www.econbiz.de/10012000470
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Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of econometrics 182 (2014) 2, pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
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A quantitative analysis of risk premia in the corporate bond market
Cecchetti, Sara - In: Journal of risk and financial management : JRFM 13 (2020) 1/3, pp. 1-33
securities by the European Central Bank, it has been discussed whether the observed reduction in corporate credit risk was due to …
Persistent link: https://www.econbiz.de/10012173339
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Healthy ... distress ... default
Kakushadze, Zura - In: Journal of risk & control 6 (2019) 1, pp. 113-119
Persistent link: https://www.econbiz.de/10012237605
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Property rights and CDS spreads : when is there a strong transfer risk from the sovereigns to the corporates?
Baines, Sarah Jane; Wei, Shang-jin - In: The quarterly journal of finance 7 (2017) 4, pp. 1-36
Persistent link: https://www.econbiz.de/10011774182