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Modeling the contagion of bank runs with a Markov model
Parnes, Dror - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 174-187
Persistent link: https://www.econbiz.de/10012656282
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A spline hazard model for current expected credit losses
Parnes, Dror - In: Journal of financial economic policy 14 (2022) 3, pp. 283-316
Persistent link: https://www.econbiz.de/10013287809
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The probability distribution of bankruptcy upon new debt issuances
Parnes, Dror - In: International journal of economics and finance 5 (2013) 4, pp. 21-30
Persistent link: https://www.econbiz.de/10009737862
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Approximating default probabilities with soft information
Parnes, Dror - In: The journal of credit risk : published quarterly by … 8 (2012) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10009539248
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Bayesian synthesis of portfolio credit risk with missing ratings
Parnes, Dror - In: Journal of risk 18 (2015/2016) 1, pp. 45-69
Persistent link: https://www.econbiz.de/10013262945
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Exploring economic anomalies in the S&P500 index
Parnes, Dror - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 292-309
Persistent link: https://www.econbiz.de/10012417698
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Performance measurements for machine-learning trading systems
Parnes, Dror - In: The journal of trading 10 (2015) 4, pp. 5-16
Persistent link: https://www.econbiz.de/10011695446
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Observed leniency among the credit rating agencies
Parnes, Dror - In: The journal of fixed income 28 (2018) 1, pp. 48-60
Persistent link: https://www.econbiz.de/10011905578
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Heterogeneous noncompliance with OPEC's oil production cuts
Parnes, Dror - In: Energy economics 78 (2019), pp. 289-300
Persistent link: https://www.econbiz.de/10012159944
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Modeling operational risk for good and bad bank loans
Parnes, Dror - In: The journal of operational risk 7 (2012) 4, pp. 43-67
Persistent link: https://www.econbiz.de/10010077130