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~person:"Ferri, Giovanni"
~person:"Rösch, Daniel"
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Ferri, Giovanni
Rösch, Daniel
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77
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67
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In: Central European Journal of Operations Research, Vol. 10/2, July 2002, pp. 163-186.
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1
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
2
Eurozone sovereign default risk and capital : a Bayesian approach
Jobst, Rainer
;
Rösch, Daniel
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 41-65
Persistent link: https://www.econbiz.de/10012802447
Saved in:
3
Opening the black box : quantile neural networks for loss given default prediction
Kellner, Ralf
;
Nagl, Maximilian
;
Rösch, Daniel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013400086
Saved in:
4
Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
Saved in:
5
The sovereign-bank nexus
Ferri, Giovanni
;
Pesic, Valerio
- In:
A Modern Guide to Financial Shocks and Crises
,
(pp. 241-261)
.
2021
Persistent link: https://www.econbiz.de/10013193867
Saved in:
6
The path to impairment : do credit-
rating
agencies anticipate default events of structured finance transactions?
Bodenstedt, Matthias
;
Rösch, Daniel
;
Scheule, Harald
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 841-860
Persistent link: https://www.econbiz.de/10010245654
Saved in:
7
Macroeconomic effects and frailties in the resolution of non-performing loans
Betz, Jennifer
;
Krüger, Steffen
;
Kellner, Ralf
; …
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012225295
Saved in:
8
Foreign ownership and the credibility of national
rating
agencies : evidence from Korea
Ferri, Giovanni
;
Lacitignola, Punziana
;
Lee, Jeong-yeon
- In:
Journal of comparative economics : the journal of the …
41
(
2013
)
3
,
pp. 762-776
Persistent link: https://www.econbiz.de/10010227842
Saved in:
9
The effect of
rating
agencies on herd behaviour
Ferri, Giovanni
;
Morone, Andrea
-
2008
This paper purports to provide some evidence on the effect of
rating
agencies on herding in financial markets. By means … to the presence of
rating
agencies. …
Persistent link: https://www.econbiz.de/10011523646
Saved in:
10
Special issue on: The economics of credit
rating
agencies
Ferri, Giovanni
(
contributor
); …
-
2015
Persistent link: https://www.econbiz.de/10011401044
Saved in:
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