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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
169
Working paper / National Bureau of Economic Research, Inc.
74
NBER working paper series
71
The review of financial studies
65
NBER Working Paper
53
Finance research letters
50
Journal of financial economics
47
Discussion paper / Centre for Economic Policy Research
45
European journal of operational research : EJOR
44
International review of financial analysis
42
The journal of fixed income
42
Finance and economics discussion series
41
Journal of international financial markets, institutions & money
35
Die Bank
33
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
33
The journal of finance : the journal of the American Finance Association
33
Journal of money, credit and banking : JMCB
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Working papers / Federal Reserve Bank of Philadelphia, Research Department
31
The journal of corporate finance : contracting, governance and organization
30
Applied economics
29
Journal of the Operational Research Society : OR
29
The journal of real estate finance and economics
29
SpringerLink / Bücher
28
Journal of economics & business
27
The European journal of finance
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CFS working paper series
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Europäische Hochschulschriften / 5
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Pacific-Basin finance journal
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Research in international business and finance
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The journal of risk model validation
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International review of economics & finance : IREF
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Review of quantitative finance and accounting
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Working paper series / European Central Bank
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IMF working papers
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Journal of financial services research : JFSR
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Journal of international money and finance
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Journal of financial intermediation
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ECONIS (ZBW)
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Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of defau...
Wosnitza, Jan Henrik
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 75-103
Persistent link: https://www.econbiz.de/10014488513
Saved in:
2
Banking on personality : psychometrics and consumer creditworthiness
Fine, Saul
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 57-75
Persistent link: https://www.econbiz.de/10014488903
Saved in:
3
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:
4
How a credit run affects asset correlation
Imanto, Christopher Paulus
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014546385
Saved in:
5
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:
6
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:
7
Generalized additive modeling of the credit risk of Korean personal bank loans
Kim, Young Ah
;
Moffatt, Peter G.
;
Peters, Simon A.
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 77-103
Persistent link: https://www.econbiz.de/10013549664
Saved in:
8
A survey of machine learning in credit risk
Breeden, Joseph L.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 1-62
Persistent link: https://www.econbiz.de/10012816867
Saved in:
9
Review of credit risk and credit scoring models based on computing paradigms in financial institutions
Sharma, Deepika
;
Vashistha, Ashutosh
;
Gupta, Manoj K.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 63-77
Persistent link: https://www.econbiz.de/10012816875
Saved in:
10
Ensemble methods for credit scoring of Chinese peer-to-peer loans
Cao, Wei
;
He, Yun
;
Wang, Wenjun
;
Zhu, Weidong
; …
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 79-115
Persistent link: https://www.econbiz.de/10012816917
Saved in:
11
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
12
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:
13
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
Saved in:
14
Covid-19 and the credit cycle : 2020 revisited and 2021 outlook
Altman, Edward I.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013185678
Saved in:
15
The effect of customer segmentation, borrower behaviors and analytical methods on the performance of credit scoring models in the agribusiness sector
Lazo, Daniela
;
Calabrese, Raffaella
;
Bravo, Cristián
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
4
,
pp. 119-156
Persistent link: https://www.econbiz.de/10012494774
Saved in:
16
Covid-19 and the credit cycle
Altman, Edward I.
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012298985
Saved in:
17
Calibration and mapping of credit scores by riding the cumulative accuracy profile
Burgt, Marco van der
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012100567
Saved in:
18
The influence of firm efficiency on agency credit ratings
Mali, Dafydd
;
Lim, Hyoungjoo
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 67-102
Persistent link: https://www.econbiz.de/10012100571
Saved in:
19
A statistical technique to enhance application scorecard monitoring
Kritzinger, Nico
;
Van Vuuren, Gary
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 45-71
Persistent link: https://www.econbiz.de/10012100624
Saved in:
20
Default contagion among credit modalities : evidence from Brazilian data
Alexandre, Michel
;
Brito, Giovani A. S.
;
Martins, Theo C.
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
3
,
pp. 31-48
Persistent link: https://www.econbiz.de/10011962386
Saved in:
21
Credit default prediction using a support vector machine and a probabilistic neural network
Abedin, Mohammad Zoynul
;
Chi, Guotai
;
Colombage, Sisira
; …
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011917538
Saved in:
22
Nonlinear relationships in a logistic model of default for a high-default installment portfolio
Lohmann, Christian
;
Ohliger, Thorsten
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10011885465
Saved in:
23
Creditwatches and their impact on financial markets
Kiesel, Florian
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 47-71
Persistent link: https://www.econbiz.de/10011670750
Saved in:
24
When banks venture beyond home turf : consequences for loan performance
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011849964
Saved in:
25
Reliability and agreement of credit ratings in the Mexican fixed-income market
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 21-45
Persistent link: https://www.econbiz.de/10011849970
Saved in:
26
Issuer bias in corporate ratings toward financially constrained firms
Hasan, Mohammad
;
Kapadia, Nikunj
;
Siddique, Akhtar R.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012041610
Saved in:
27
The impact on loan-to-value on the default rate of residential mortgage-backed securities
Otero-González, Luis
;
Durán-Satomil, Pablo
; …
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011642638
Saved in:
28
Modeling corporatet customers' credit risk considering the ensemble approaches in multiclass classification : evidence from Iranian corporate credits
Vahid, Parastoo Rafiee
;
Ahmadi, Abbas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 71-95
Persistent link: https://www.econbiz.de/10011643826
Saved in:
29
Are all collections equal? : the case of medical debt
Brevoort, Kenneth P.
;
Kambara, Michelle
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 73-97
Persistent link: https://www.econbiz.de/10011442570
Saved in:
30
Default predictors in credit scoring : evidence from France's retail banking instiution
Nguyen, Ha-thu
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 41-66
Persistent link: https://www.econbiz.de/10011298057
Saved in:
31
Dynamic affordability assessment : predicting an applicant's ability to repay over the life of the loan
Bijak, Katarzyna
;
Thomas, Lyn C.
;
Mues, Christophe
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10010373359
Saved in:
32
A parametric approach to counterparty and credit risk
Orlando, Giuseppe
;
Härtel, Maximilian
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
4
,
pp. 97-133
Persistent link: https://www.econbiz.de/10010495826
Saved in:
33
Redesigning ratings : assessing the discriminatory power of credit scores under censoring
Kraft, Holger
;
Kroisandt, Gerald
;
Müller, Marlene
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
4
,
pp. 71-94
Persistent link: https://www.econbiz.de/10010495827
Saved in:
34
Sovereign credit ratings and the new European Union member states
Wilson, Nicholas
;
Ochotnický, Pavol
;
Káčer, Marek
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
4
,
pp. 3-43
Persistent link: https://www.econbiz.de/10010495829
Saved in:
35
Valuation differences between credit default swap and corporate bond markets
Entrop, Oliver
;
Schiemert, Richard
;
Wilkens, Marco
- In:
The journal of credit risk : published quarterly by …
9
(
2013/14
)
4
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233818
Saved in:
36
Sample selection bias in acquisition credit scoring models : an evaluation of the supplemental-data approach
Barakova, Irina
;
Glennon, Dennis C.
;
Palvia, Ajay
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
3
,
pp. 77-117
Persistent link: https://www.econbiz.de/10010239243
Saved in:
37
Deriving consensus ratings of the big three rating agencies
Grün, Bettina
;
Hofmarcher, Paul
;
Hornik, Kurt
; …
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10009737297
Saved in:
38
Bounds for rating override rates
Tasche, Dirk
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 3-29
Persistent link: https://www.econbiz.de/10009700476
Saved in:
39
Approximating default probabilities with soft information
Parnes, Dror
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10009539248
Saved in:
40
Treatment of double default effects within the granularity adjustment for Basel II
Ebert, Sebastian
;
Lütkebohmert-Holtz, Eva
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10009010639
Saved in:
41
Evaluating the performance of static versus dynamic models of credit default : evidence from long-term small business administration-guaranteed loans
Glennon, Dennis C.
;
Nigro, Peter J.
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
2
,
pp. 3-35
Persistent link: https://www.econbiz.de/10009241313
Saved in:
42
A statistical modeling approach to building an expert credit risk rating system
Waagepetersen, Rasmus
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
2
,
pp. 81-94
Persistent link: https://www.econbiz.de/10008646998
Saved in:
43
From actual to risk-neutral default probabilities : Merton and beyond
Berg, Tobias
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
1
,
pp. 55-86
Persistent link: https://www.econbiz.de/10003965724
Saved in:
44
An empirical implementation of CreditGrades
Yeh, Andy Jia-yuh
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
1
,
pp. 89-98
Persistent link: https://www.econbiz.de/10003965726
Saved in:
45
An improved multivariate Markov chain model for credit risk
Ching, Wai Ki
;
Siu, Tak Kuen
;
Li, Li-min
;
Jiang, Hao
; …
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
4
,
pp. 83-106
Persistent link: https://www.econbiz.de/10003927496
Saved in:
46
Valuing loan credit default swap cancellability
Benzschawel, Terry
;
DaGraca, Julio
;
Kamra, Abhinav
;
Yu, Joe
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10003782234
Saved in:
47
On the relationship between credit rating announcements and credit default swap spreads for European reference entities
Lehnert, Thorsten
;
Neske, Frederick
- In:
The journal of credit risk : published quarterly by …
2
(
2006
)
2
,
pp. 83-90
Persistent link: https://www.econbiz.de/10003390397
Saved in:
48
On the pricing of step-up bonds in the European telecom sector
Lando, David
;
Mortensen, Allan
- In:
The journal of credit risk : published quarterly by …
1
(
2004/2005
)
1
,
pp. 71-110
Persistent link: https://www.econbiz.de/10002919411
Saved in:
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