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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Credit risk"
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Search: subject_exact:"Insolvenz"
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Credit risk
Insolvency
50
Insolvenz
50
Kreditrisiko
44
Theorie
21
Theory
21
Credit rating
16
Kreditwürdigkeit
16
Forecasting model
14
Prognoseverfahren
14
Financial services
11
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credit risk
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Kreditderivat
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Kreditgeschäft
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Derivat
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loss given default (LGD)
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credit scoring
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Altman, Edward I.
2
Jakob, Kevin
2
Acar, Sarp Kaya
1
Alanis, Emmanuel
1
Alexandre, Michel
1
Anagnostou, Ioannis
1
Bansal, Matulya
1
Barone, Gaia
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Berd, Arthur M.
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Bhutta, Neil
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Chi, Guotai
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Cho, Hoon
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De Luca, Francesco
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Durán-Satomil, Pablo
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Eckert, Johanna
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Fenner, Arved
1
Fischer, Matthias
1
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1
Hirk, Rainer
1
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1
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
79
The journal of fixed income
37
The journal of real estate finance and economics
36
Finance research letters
33
Working papers / Federal Reserve Bank of Philadelphia, Research Department
29
European journal of operational research : EJOR
28
Journal of financial economics
25
Risks : open access journal
24
Journal of financial stability
21
Discussion papers / CEPR
19
Economic modelling
19
International journal of theoretical and applied finance
19
The journal of corporate finance : contracting, governance and organization
19
Applied economics
18
Pacific-Basin finance journal
18
NBER working paper series
17
International review of financial analysis
16
Review of finance : journal of the European Finance Association
16
Finance and economics discussion series
15
Journal of economic dynamics & control
15
Journal of empirical finance
14
Journal of financial services research : JFSR
14
Journal of international financial markets, institutions & money
14
Journal of risk and financial management : JRFM
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Working paper
14
CESifo working papers
13
NBER Working Paper
13
Insurance / Mathematics & economics
12
International journal of forecasting
12
Journal of money, credit and banking : JMCB
12
Research technical papers
12
Review of quantitative finance and accounting
12
Working paper / National Bureau of Economic Research, Inc.
12
Applied economics letters
11
International review of economics & finance : IREF
11
Journal of risk management in financial institutions
11
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion paper
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ECONIS (ZBW)
44
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1
Benchmarking machine learning models to predict corporate bankruptcy
Alanis, Emmanuel
;
Chava, Sudheer
;
Shah, Agam
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 77-110
Persistent link: https://www.econbiz.de/10014488911
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
Saved in:
8
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:
9
A joint model of failures and credit ratings
Hirk, Rainer
;
Vana, Laura
;
Hornik, Kurt
;
Pichler, Stefan
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10012519961
Saved in:
10
Corporate default risk modeling under distressed economic and financial conditions in a developing economy
Matenda, Frank Ranganai
;
Sibanda, Mabutho
;
Chikodza, Eriyoti
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 89-115
Persistent link: https://www.econbiz.de/10012519965
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