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~isPartOf:"International journal of forecasting"
~subject:"Credit risk"
~subject:"Forecasting model"
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Credit risk
Forecasting model
Insolvency
14
Insolvenz
14
Kreditrisiko
12
Prognoseverfahren
10
Basel Accord
7
Basler Akkord
7
Theorie
7
Theory
7
Bank lending
5
Kreditgeschäft
5
Loss given default
5
Credit rating
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Forecasting
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Bayes-Statistik
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14
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Mues, Christophe
3
Argiento, Raffaele
1
Athanasiou, Eleni
1
Bellotti, Anthony
1
Berloco, Claudia
1
Brigo, Damiano
1
Chlibi, Souhir
1
Choudhry, Taufiq
1
Dendramis, Yiannis
1
Gambetti, Paolo
1
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1
Hwang, Ruey-ching
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Jobst, Rainer
1
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1
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1
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1
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1
Leow, Mindy
1
Li, Yinguo
1
Löderbusch, Matthias
1
Montagna, Silvia
1
Okhrati, Ramin
1
Petropoulos, Anastasios
1
Rösch, Daniel
1
Severin, Eric
1
Siakoulis, Vasilis
1
So, Mee Chi
1
Stavroulakis, Evangelos
1
Tanoue, Yuta
1
Thomas, Lyn C.
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Tzavalis, Elias
1
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Veganzones, David
1
Vlachogiannakis, Nikolaos E.
1
Vrins, Frédéric
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Wattanawongwan, Suttisak
1
Xia, Yufei
1
Yamashita, Satoshi
1
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International journal of forecasting
Journal of banking & finance
84
The journal of credit risk : published quarterly by Incisive Media
47
The journal of fixed income
42
European journal of operational research : EJOR
38
The journal of real estate finance and economics
37
Finance research letters
36
Journal of risk and financial management : JRFM
33
Risks : open access journal
32
International review of financial analysis
29
Working papers / Federal Reserve Bank of Philadelphia, Research Department
29
Economic modelling
25
Journal of financial economics
25
Applied economics
22
Journal of financial stability
22
Journal of forecasting
21
Review of quantitative finance and accounting
20
The journal of corporate finance : contracting, governance and organization
20
Computational economics
19
Discussion papers / CEPR
19
International journal of theoretical and applied finance
19
NBER working paper series
18
Pacific-Basin finance journal
18
International journal of economics and finance
16
Journal of empirical finance
16
Journal of financial services research : JFSR
16
Journal of international financial markets, institutions & money
16
Review of finance : journal of the European Finance Association
16
Applied economics letters
15
Finance and economics discussion series
15
International review of economics & finance : IREF
15
Journal of economic dynamics & control
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
NBER Working Paper
14
Working paper
14
CESifo working papers
13
International Journal of Financial Studies : open access journal
13
Investment management and financial innovations
13
Journal of the Operational Research Society : OR
13
Insurance / Mathematics & economics
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ECONIS (ZBW)
14
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14
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date (oldest first)
1
Influence of earnings management on forecasting corporate failure
Veganzones, David
;
Severin, Eric
;
Chlibi, Souhir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 123-143
Persistent link: https://www.econbiz.de/10014462772
Saved in:
2
A mixture model for credit card exposure at default using the GAMLSS framework
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 503-518
Persistent link: https://www.econbiz.de/10014462794
Saved in:
3
Forecasting short-term defaults of firms in a commercial network via Bayesian spatial and spatio-temporal methods
Berloco, Claudia
;
Argiento, Raffaele
;
Montagna, Silvia
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1065-1077
Persistent link: https://www.econbiz.de/10014465243
Saved in:
4
Forecasting corporate default risk in China
Zhang, Xuan
;
Zhao, Yang
;
Yao, Xiao
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 1054-1070
Persistent link: https://www.econbiz.de/10013349641
Saved in:
5
Forecasting recovery rates on non-performing loans with machine learning
Bellotti, Anthony
;
Brigo, Damiano
;
Gambetti, Paolo
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 428-444
Persistent link: https://www.econbiz.de/10012693089
Saved in:
6
Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach
Xia, Yufei
;
Zhao, Junhao
;
He, Lingyun
;
Li, Yinguo
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1590-1613
Persistent link: https://www.econbiz.de/10013274339
Saved in:
7
Predicting loss given default in leasing : a closer look at models and variable selection
Kaposty, Florian
;
Kriebel, Johannes Maximilian
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 248-266
Persistent link: https://www.econbiz.de/10012414715
Saved in:
8
Predicting default risk under asymmetric binary link functions
Dendramis, Yiannis
;
Tzavalis, Elias
;
Varthalitis, Petros
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10012497704
Saved in:
9
Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
Saved in:
10
Predicting bank insolvencies using machine learning techniques
Petropoulos, Anastasios
;
Siakoulis, Vasilis
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1092-1113
Persistent link: https://www.econbiz.de/10012497724
Saved in:
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