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Weather, credit, and economic fluctuations : evidence from China

Chen, Zhenzhu; Li, Li; Tang, Yao - In: Journal of economic behavior & organization 221 (2024), pp. 406-422

Persistent link: https://www.econbiz.de/10014553205

A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection

Hjelseth, Ida Nervik; Raknerud, Arvid; Vatne, Bjørn Helge - 2022

We propose an econometric model for predicting the share of bank debt held by bankrupt firms by combining a novel set of firm-level financial variables and macroeconomic indicators. Our firm-level data include payment remarks in the form of debt collections from private agencies and attachments...

Persistent link: https://www.econbiz.de/10014551720

Pricing transition risk with a jump-diffusion credit risk model : evidences from the CDS market

Livieri, Giulia; Radi, Davide; Smaniotto, Elia - In: Review of corporate finance 4 (2024) 1/2, pp. 177-201

Persistent link: https://www.econbiz.de/10014554016

Corporate credit default swap systematic factors

Chan, Ka Kei; Lin, Ming-Tsung; Lu, Qinye - In: The journal of futures markets 44 (2024) 7, pp. 1224-1256

Persistent link: https://www.econbiz.de/10014553983

Default prediction based on a locally weighted dynamic ensemble model for imbalanced data

Xing, Jin; Chi, Guotai; Pan, Ancheng - In: The journal of risk model validation 18 (2024) 1, pp. 45-73

Persistent link: https://www.econbiz.de/10014556698

Cost-efficiency and bank profitability during health crisis

Taylor, Daniel; Sarpong, Bernard; Yaa Cudjoe, Eunice - In: Applied economics letters 31 (2024) 8, pp. 732-737

Persistent link: https://www.econbiz.de/10014557852

Research on listed companies' credit ratings, considering classification performance and interpretability

Li, Zhe; Chi, Guotai; Zhou, Ying; Liu, Wenxuan - In: The journal of risk model validation 15 (2021) 1, pp. 19-47

Persistent link: https://www.econbiz.de/10014538842

Pension plans' funded status volatility and corporate credit risk

Chen, Tsung-Kang; Tseng, Yijie; Lin, Ruey-Ching - In: Accounting and business research 54 (2024) 2, pp. 190-223

Persistent link: https://www.econbiz.de/10014576856

Climate change shocks and credit risk of financial institutions : evidence from China's commercial banks

Liu, Xiaohan; Liu, Jianmin; Yu, Hao - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 7, pp. 1392-1406

Persistent link: https://www.econbiz.de/10014567058

Climate risk in mortgage markets : evidence from Hurricanes Harvey and Irma

Gete, Pedro; Tsouderou, Athena; Wachter, Susan M. - In: Real estate economics 52 (2024) 3, pp. 660-686

Persistent link: https://www.econbiz.de/10014574406