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  • Search: subject:"Distance to default"
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Year of publication
Subject
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Credit risk 64 Kreditrisiko 59 Distance to default 47 Insolvenz 41 Insolvency 40 distance to default 33 Bank risk 32 Distance-to-default 32 Bankrisiko 31 distance-to-default 27 Theorie 24 Theory 24 Bank 23 Financial crisis 20 Bankenkrise 17 Banking crisis 16 Default risk 16 Finanzkrise 16 Welt 15 World 15 credit risk 14 Merton model 13 Systemic risk 13 EU-Staaten 12 Forecasting model 11 Prognoseverfahren 11 Börsenkurs 10 EU countries 10 Option pricing theory 10 Optionspreistheorie 10 Risiko 10 Risikomanagement 10 Risk 10 Risk management 10 Schätzung 10 Basel Accord 9 Basler Akkord 9 Distance to Default 9 Estimation 9 Eurozone 9
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Online availability
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Undetermined 68 Free 67 CC license 3
Type of publication
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Article 116 Book / Working Paper 53 Other 1
Type of publication (narrower categories)
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Article in journal 88 Aufsatz in Zeitschrift 88 Working Paper 23 Arbeitspapier 11 Graue Literatur 10 Non-commercial literature 10 Article 6 research-article 5 Congress Report 1
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Language
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English 134 Undetermined 36
Author
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McAleer, Michael 9 Singh, Manish K. 8 Sosvilla-Rivero, Simón 7 Anginer, Deniz 6 Powell, R. J. 6 Powell, Robert 6 Blundell-Wignall, Adrian 5 Kick, Andreas 5 Rottmann, Horst 5 Roulet, Caroline 5 Schmielewski, Frank 5 Allen, David 4 Choudhury, Tonmoy 4 Gómez-Puig, Marta 4 Allen, David E 3 Allen, David E. 3 Bottazzi, Giulio 3 Chen, Wei-ling 3 Demirgüç-Kunt, Asli 3 Duc Hong Vo 3 Grazzi, Marco 3 Gómez Puig, Marta 3 Kabir, Md. Nurul 3 Lando, David 3 Lo Duca, Marco 3 Samaniego-Medina, Reyes 3 Secchi, Angelo 3 Singh, Abhay Kumar 3 So, Leh-chyan 3 Sobański, Karol 3 Tamagni, Federico 3 Trujillo-Ponce, Antonio 3 Vesala, Jukka 3 Wein, Thomas 3 Agrawal, Khushbu 2 Andriosopoulos, Dimitris 2 Andriosopoulos, Kostas 2 Boffey, R.R 2 Brasili, Andrea 2 Calice, Giovanni 2
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Institution
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School of Business, Edith Cowan University 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Asociación Española de Economía y Finanzas Internacionales - AEEFI 2 EconWPA 2 Facultat d'Economia i Empresa, Universitat de Barcelona 2 BANCO DE LA REPÚBLICA 1 Banca d'Italia 1 Banco de la Republica de Colombia 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Departamento de Dirección de Empresas, Universidad Pablo de Olavide 1 Departamento de Economía Financiera y Contabilidad, Universidad Pablo de Olavide 1 Department of Economics and Finance, College of Business and Economics 1 European Central Bank 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Groupement de Recherches Économiques et Sociales (GRES) 1 HAL 1 Indira Gandhi Institute of Development Research (IGIDR) 1 Institut für Weltwirtschaft (IfW) 1 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 1 Tinbergen Instituut 1
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Published in...
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Economic modelling 4 Journal of Risk and Financial Management 4 Journal of financial stability 4 Working Paper Series in Economics 4 Applied economics letters 3 Finance research letters 3 Financial market trends 3 International journal of finance & economics : IJFE 3 International review of economics & finance : IREF 3 Journal of Banking & Finance 3 Journal of Financial Regulation and Compliance 3 Journal of banking & finance 3 Journal of international financial markets, institutions & money 3 Journal of risk and financial management : JRFM 3 MPRA Paper 3 Working papers / School of Business, Edith Cowan University 3 Economic systems 2 Economics Letters 2 Economics letters 2 Finance 2 IMF working papers 2 IREA Working Papers 2 Journal of financial intermediation 2 Journal of financial regulation and compliance : an international journal 2 Journal of international money and finance 2 Research in international business and finance 2 Review of financial economics : RFE 2 Weidener Diskussionspapiere 2 Working Papers / Asociación Española de Economía y Finanzas Internacionales - AEEFI 2 Accounting and finance : journal of the Accounting Association of Australia and New Zealand 1 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Annals of Financial Economics (AFE) 1 Annals of financial economics 1 Applied economics 1 Applied mathematical finance 1 BORRADORES DE ECONOMIA 1 Borradores de Economia 1 CEB working paper / Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim 1 CESifo Working Paper 1 CESifo working papers 1
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Source
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ECONIS (ZBW) 99 RePEc 46 EconStor 18 Other ZBW resources 5 BASE 2
Showing 141 - 150 of 170
Cover Image
Bank business models and the Basel system : complexity and interconnectedness
Blundell-Wignall, Adrian; Atkinson, Paul E.; Roulet, … - In: Financial market trends 105 (2013) 2, pp. 43-68
Persistent link: https://www.econbiz.de/10010409807
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Distance-to-default measures and determinants for systemically important financial institutions
Schenk, Natalya - In: Journal of financial regulation and compliance : an … 22 (2014) 2, pp. 159-172
Persistent link: https://www.econbiz.de/10010471095
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Searching for landmines in equity markets
Chang, Bi-Juan; Chang, Jow-Ran; Hung, Mao-Wei - In: Annals of financial economics 9 (2014) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10010489117
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Banking sector fragility linkages in the euro area : evidence for crisis years ; 2007-2010
Ludwig, Alexander; Sobański, Karol - In: Economics letters 125 (2014) 3, pp. 451-454
Persistent link: https://www.econbiz.de/10010506512
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Has the global banking system become more fragile over time?
Anginer, Deniz; Demirgüç-Kunt, Asli - In: Journal of financial stability 13 (2014), pp. 202-213
Persistent link: https://www.econbiz.de/10011289518
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Cross-Border Bank Contagion in Europe
Gropp, Reint E.; Lo Duca, Marco; Vesala, Jukka - 2007
by the bottom 95th percentile of the distribution of the first difference in the daily distance to default of the bank …
Persistent link: https://www.econbiz.de/10010263325
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An Early Warning Model for EU banks with Detection of the Adverse Selection Effect
BROSSARD, Olivier; DUCROZET, Frédéric; ROCHE, Adrian - Groupement de Recherches Économiques et Sociales (GRES) - 2007
make two contributions to the literature. Firstly, we construct a distance-to-default indicator and test its predictive … establishes the accuracy of our data and confirms the robustness of distance-to-default as an early indicator of EU banks …
Persistent link: https://www.econbiz.de/10005395071
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Cross-border bank contagion in Europe
Gropp, Reint E.; Lo Duca, Marco; Vesala, Jukka - 2006
measured by the bottom 95th percentile of the distribution of the daily percentage change in the distance to default of the …
Persistent link: https://www.econbiz.de/10011604708
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Cross-border bank contagion in Europe
Gropp, Reint; Lo Duca, Marco; Vesala, Jukka - European Central Bank - 2006
measured by the bottom 95th percentile of the distribution of the daily percentage change in the distance to default of the …
Persistent link: https://www.econbiz.de/10005004534
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Banking integration and co-movements in EU banks’ fragility
Vulpes, Giuseppe; Brasili, Andrea - Volkswirtschaftliche Fakultät, … - 2006
risk by means of a dynamic factor model, which allows to decompose an indicator of bank fragility, the Distance-to-Default …
Persistent link: https://www.econbiz.de/10005836113
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