//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Stress testing for retail mort...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
22,184
Theory
21,845
Kreditrisiko
20,417
Simulation
20,352
Credit risk
20,253
Einzelhandel
17,786
Retail trade
15,184
Hypothek
8,969
Mortgage
8,892
Markov chain
7,873
Markov-Kette
7,579
Wahrscheinlichkeitsrechnung
6,084
Probability theory
5,804
USA
5,781
United States
5,503
Kreditgeschäft
4,870
Bank lending
4,721
Consumer behaviour
4,689
Konsumentenverhalten
4,664
Deutschland
4,042
Schätzung
3,938
Estimation
3,866
Risikomanagement
3,748
Risk management
3,625
Bank
3,603
Finanzkrise
3,529
Financial crisis
3,513
Insolvenz
3,344
Insolvency
3,323
Portfolio-Management
3,119
Germany
3,090
Kreditwürdigkeit
3,080
Portfolio selection
3,070
Credit rating
3,028
Welt
2,722
World
2,656
simulation
2,554
Prognoseverfahren
2,478
Schätztheorie
2,456
Forecasting model
2,442
more ...
less ...
Online availability
All
Free
28,258
Undetermined
20,529
Type of publication
All
Article
46,660
Book / Working Paper
39,526
Journal
314
Other
168
Database
2
Type of publication (narrower categories)
All
Article in journal
36,611
Aufsatz in Zeitschrift
36,611
Graue Literatur
13,421
Non-commercial literature
13,421
Working Paper
13,000
Arbeitspapier
11,722
Aufsatz im Buch
4,585
Book section
4,585
Hochschulschrift
2,836
Thesis
2,144
Collection of articles of several authors
921
Sammelwerk
921
research-article
606
Aufsatzsammlung
460
Bibliografie enthalten
437
Bibliography included
437
Conference paper
433
Konferenzbeitrag
433
Dissertation u.a. Prüfungsschriften
375
Article
370
Konferenzschrift
362
Amtsdruckschrift
356
Government document
356
Case study
303
Fallstudie
303
Lehrbuch
299
Textbook
259
Collection of articles written by one author
256
Sammlung
256
Conference proceedings
192
Statistik
170
Forschungsbericht
125
Statistics
109
Mehrbändiges Werk
78
Multi-volume publication
78
Handbook
76
Handbuch
76
Research Report
65
case-report
63
Market information
62
more ...
less ...
Language
All
English
71,851
German
7,064
Undetermined
6,462
French
444
Spanish
235
Russian
158
Italian
127
Polish
114
Dutch
52
Portuguese
37
Hungarian
36
Danish
35
Swedish
32
Norwegian
27
Ukrainian
22
Lithuanian
21
Finnish
20
Romanian
15
Czech
14
Croatian
8
Slovak
7
Slovenian
7
Japanese
6
Chinese
5
Bulgarian
4
Serbian
4
Arabic
2
Modern Greek (1453-)
2
Turkish
2
Vietnamese
2
Bosnian
1
Kazakh
1
Korean
1
Multiple languages
1
more ...
less ...
Author
All
Agarwal, Sumit
141
Kleijnen, Jack P. C.
129
Ongena, Steven
127
Lucas, André
116
Koopman, Siem Jan
112
Willen, Paul
100
Gerardi, Kristopher
97
Fabozzi, Frank J.
91
Brady, Michael Emmett
88
Fuster, Andreas
79
Sutherland, Holly
79
Chomsisengphet, Souphala
77
Okhrin, Ostap
75
Creedy, John
74
McAleer, Michael
70
Acharya, Viral V.
69
Peydró, José-Luis
69
Frame, W. Scott
68
Altman, Edward I.
65
Rösch, Daniel
65
Gambacorta, Leonardo
64
Hendershott, Patric H.
63
Peichl, Andreas
63
Wachter, Susan M.
61
Gouriéroux, Christian
60
Billio, Monica
58
Amromin, Gene
57
Giesecke, Kay
57
Ben-David, Itzhak
55
Härdle, Wolfgang
55
Caporale, Guglielmo Maria
54
Schuermann, Til
54
Li, Wenli
52
Monfort, Alain
52
Swoboda, Bernhard
52
Elliott, Robert J.
51
Schwaab, Bernd
51
Seru, Amit
51
Deng, Yongheng
50
Grewal, Dhruv
50
more ...
less ...
Institution
All
International Monetary Fund (IMF)
568
National Bureau of Economic Research
538
International Monetary Fund
336
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
200
HAL
73
Basel Committee on Banking Supervision
64
Springer Fachmedien Wiesbaden
60
Tilburg University, Center for Economic Research
50
EconWPA
35
C.E.P.R. Discussion Papers
34
Society for Computational Economics - SCE
30
Ekonomiska forskningsinstitutet <Stockholm>
26
Deutsche Bundesbank
25
Université Paris-Dauphine (Paris IX)
25
Center for Economic Research <Tilburg>
24
Institut für Handelsforschung <Köln>
23
Agricultural and Applied Economics Association - AAEA
22
Institut für Schweizerisches Bankwesen <Zürich>
22
Frankfurt School of Finance & Management
21
Suomen Pankki
21
European Central Bank
20
European Centre for the Development of Vocational Training
20
Institut ekonomických studií, Univerzita Karlova v Praze
20
International Labour Organization (ILO), United Nations
20
National Centre for Social and Economic Modelling <Canberra>
20
Southern Agricultural Economics Association - SAEA
20
Tinbergen Instituut
20
IGI Global
19
Tilburg University, School of Economics and Management
19
OECD
18
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
World Bank
18
Banco de España
17
Henley Business School, University of Reading
17
Shaker Verlag
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Verlag Dr. Kovač
16
Books on Demand GmbH <Norderstedt>
15
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
15
more ...
less ...
Published in...
All
European journal of operational research : EJOR
923
International journal of production research
691
Journal of retailing and consumer services
669
Journal of banking & finance
608
NBER working paper series
517
International journal of production economics
461
Working paper / National Bureau of Economic Research, Inc.
453
NBER Working Paper
429
Insurance / Mathematics & economics
346
Management science : journal of the Institute for Operations Research and the Management Sciences
337
Journal of retailing
328
Finance research letters
313
IMF Staff Country Reports
308
Economic modelling
299
The journal of real estate finance and economics
299
Working paper
290
Discussion paper / Tinbergen Institute
289
Economics letters
289
IMF Working Papers
284
SpringerLink / Bücher
275
Journal of econometrics
270
Journal of business research : JBR
248
Applied economics
247
Discussion paper / Centre for Economic Policy Research
245
The international review of retail, distribution and consumer research
233
Risks : open access journal
230
Journal of economic dynamics & control
227
International journal of retail & distribution management
226
International journal of theoretical and applied finance
217
Finance and economics discussion series
204
International review of financial analysis
202
Operations research
202
Energy economics
199
MPRA Paper
199
Discussion paper
193
Journal of financial stability
190
Europäische Hochschulschriften / 5
188
The journal of fixed income
188
IMF working papers
186
Working paper series / European Central Bank
184
more ...
less ...
Source
All
ECONIS (ZBW)
76,267
RePEc
5,393
EconStor
1,772
USB Cologne (EcoSocSci)
1,642
Other ZBW resources
887
BASE
343
USB Cologne (business full texts)
322
OLC EcoSci
31
ArchiDok
13
more ...
less ...
Showing
1
-
10
of
86,670
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A method of retail
mortgage
stress testing : based on time-frame and magnitude analysis
Liu, Chang
;
Nassar, Raja
;
Guo, Min
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 261-274
Persistent link: https://www.econbiz.de/10011305205
Saved in:
2
Default probability estimation via pair
copula
constructions
Dalla Valle, Luciana
;
De Giuli, Maria Elena
;
Tarantola, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
Saved in:
3
New ways of modeling loan-to-income distributions and their evolution in time : a probability
copula
approach
Gerth, Florian
;
Temnov, Grigory
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 217-236
Persistent link: https://www.econbiz.de/10012627775
Saved in:
4
Estimating expected and unexpected losses for agricultural
mortgage
portfolios
Dressler, Jonathan B.
;
Tauer, Loren W.
- In:
American journal of agricultural economics
98
(
2016
)
5
,
pp. 1470-1485
Persistent link: https://www.econbiz.de/10011635556
Saved in:
5
Modelling European sovereign default probabilities with copulas
Szetela, Beata
;
Mentel, Grzegorz
;
Brożyna, Jacek
- In:
Economic research
32
(
2019
)
1,2
,
pp. 1716-1726
Persistent link: https://www.econbiz.de/10012433859
Saved in:
6
Macro-financial determinants of default probability using
copula
: a case study of Indonesian banks
Muhajir, Maulana Harris
;
Six, Pierre
;
Ahn, Jung-Hyun
- In:
Bulletin of monetary economics and banking
25
(
2022
)
4
,
pp. 597-622
Persistent link: https://www.econbiz.de/10014265990
Saved in:
7
A
copula
-based Markov reward approach to the credit spread in the European Union
D'Amico, Guglielmo
;
Petroni, Filippo
;
Regnalt, Philippe
; …
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10012210396
Saved in:
8
Dependence in credit default swap and equity markets : dynamic
copula
with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
9
Spatial dependence in subprime
mortgage
defaults
Heinen, Andréas
;
Kau, James B.
;
Keenan, Donald C.
; …
- In:
The journal of real estate finance and economics
62
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012428374
Saved in:
10
Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing
mortgage
loan default
Wang, Zheqi
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->