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isPartOf:"Journal of business economics : JBE"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Financial crisis"
~subject:"Financial services"
~subject:"Portfolio-Management"
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Financial crisis
Financial services
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Insolvency
68
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46
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28
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Jakob, Kevin
2
Alexandre, Michel
1
Altman, Edward I.
1
Anagnostou, Ioannis
1
Bansal, Matulya
1
Barone, Gaia
1
Bhutta, Neil
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Journal of business economics : JBE
The journal of credit risk : published quarterly by Incisive Media
NBER working paper series
27
Journal of banking & finance
25
Working paper / National Bureau of Economic Research, Inc.
24
NBER Working Paper
20
Journal of financial stability
17
Journal of financial economics
14
Discussion papers / CEPR
11
Economic modelling
11
European journal of operational research : EJOR
11
Risks : open access journal
11
Insurance / Mathematics & economics
10
International journal of theoretical and applied finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of corporate finance : contracting, governance and organization
10
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Finance research letters
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International review of financial analysis
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Journal of risk and financial management : JRFM
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Review of finance : journal of the European Finance Association
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International Journal of Financial Studies : open access journal
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The European journal of finance
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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Computational economics
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Journal of business research : JBR
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Journal of empirical finance
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Journal of financial intermediation
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Journal of international financial markets, institutions & money
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pacific-Basin finance journal
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Working paper
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Applied economics letters
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ECONIS (ZBW)
20
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1
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
2
Default forecasting based on a novel group feature selection method for imbalanced data
Chi, Guotai
;
Xing, Jin
;
Pan, Ancheng
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 51-77
Persistent link: https://www.econbiz.de/10014489147
Saved in:
3
Understanding and predicting systemic corporate distress : a machine-learning approach
Hacibedel, Burcu
;
Qu, Ritong
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 79-116
Persistent link: https://www.econbiz.de/10014489149
Saved in:
4
Credit contagion risk in German auto loans
Fenner, Arved
;
Vollmar, Steffen
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
4
,
pp. 59-99
Persistent link: https://www.econbiz.de/10014490061
Saved in:
5
Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
Jakob, Kevin
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 29-63
Persistent link: https://www.econbiz.de/10014247865
Saved in:
6
Stressed distance to default and default risk
Guo, Nan
;
Li, Lingfei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
Saved in:
7
Review of credit risk and credit scoring models based on computing paradigms in financial institutions
Sharma, Deepika
;
Vashistha, Ashutosh
;
Gupta, Manoj K.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 63-77
Persistent link: https://www.econbiz.de/10012816875
Saved in:
8
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
9
Stress testing household debt
Bhutta, Neil
;
Bricker, Jesse
;
Dettling, Lisa J.
; …
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012421176
Saved in:
10
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis
;
Sanchez Rivero, Javier
;
Sourabh, Sumit
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
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