Search Results - subject:"Firm default"

Dividends and compound poisson processes : a new stochastic stock price model

Gankhuu, Battulga; Kleinow, Jacob; Lkhamsuren, Altangerel; … - In: International journal of theoretical and applied … 25 (2022) 3, pp. 1-36

Persistent link: https://www.econbiz.de/10013371034

Business resilience : lessons from government responses to the global COVID-19 crisis

Nguyen, Harvey; Anh Viet Pham; Man Duy Pham; Mia Hang Pham - In: International business review : the official journal of … 32 (2023) 5, pp. 1-24

Persistent link: https://www.econbiz.de/10014450219

Firm dynamics and bankruptcy processes : a new theoretical model

Çelik, Şaban; Aktan, Bora; Burton, Bruce G. - In: Journal of forecasting 41 (2022) 3, pp. 567-591

Persistent link: https://www.econbiz.de/10013166161

Twin default crises

Mendicino, Caterina; Nikolov, Kalin; Rubio-Ramírez, … - 2020

We study the interaction between borrowers' and banks' solvency in a quantitative macroeconomic model with financial frictions in which bank assets are a portfolio of defaultable loans. We show that ex-ante imperfect diversification of bank lending generates bank asset returns with limited...

Persistent link: https://www.econbiz.de/10012224086