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1
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
2
The COVID-19 pandemic, consumption and sovereign credit risk : cross-country evidence
Hao, Xiangchao
;
Sun, Qinru
;
Xie, Fang
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348245
Saved in:
3
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
Saved in:
4
Carbon emissions and default risk : international evidence from firm-level data
Kabir, Md. Nurul
;
Rahman, Sohanur
;
Rahman, Md Arifur
; …
- In:
Economic modelling
103
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013163931
Saved in:
5
Bankruptcy regime and the banking system
Stef, Nicolae
;
Dēmelē, Sophias P.
- In:
Economic modelling
87
(
2020
),
pp. 480-495
Persistent link: https://www.econbiz.de/10012416797
Saved in:
6
Portfolio diversification in the sovereign credit swap markets
Consiglio, Andrea
;
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
-
2016
Persistent link: https://www.econbiz.de/10011539351
Saved in:
7
Expected default based score for identifying systemically important banks
Yao, Yanzhen
;
Li, Jianping
;
Zhu, Xiaoqian
;
Wei, Lu
- In:
Economic modelling
64
(
2017
),
pp. 589-600
Persistent link: https://www.econbiz.de/10011761314
Saved in:
8
Contagion risk for Australian banks from global systemically important banks : evidence from extreme events
Akhter, Selim
;
Daly, Kevin James
- In:
Economic modelling
63
(
2017
),
pp. 191-205
Persistent link: https://www.econbiz.de/10011813475
Saved in:
9
Measuring systemic risk using vine-copula
Pourkhanali, Armin
;
Kim, Jong-Min
;
Tafakori, Laleh
; …
- In:
Economic modelling
53
(
2016
),
pp. 63-74
Persistent link: https://www.econbiz.de/10011640962
Saved in:
10
Emerging market sovereign bond spreads, credit ratings and global financial crisis
Özmen, Erdal
;
Yaşar, Özge Doğanay
- In:
Economic modelling
59
(
2016
),
pp. 93-101
Persistent link: https://www.econbiz.de/10011647772
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