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ECONIS (ZBW)
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1
Dynamic class-imbalanced financial distress prediction based on case-based reasoning integrated with time weighting and resampling
Sun, Jie
;
Sun, Mingyang
;
Zhao, Mengru
;
Du, Yingying
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10014488507
Saved in:
2
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:
3
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
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4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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11
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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12
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
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13
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:
14
Forecasting consumer credit recovery failure : classification approaches
Kim, Hyeongjun
;
Cho, Hoon
;
Ryu, Doojin
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 117-140
Persistent link: https://www.econbiz.de/10012816939
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15
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:
16
Does economic policy uncertainty exacerbate corporate financial distress risk?
Sun, Jie
;
Yin, Fangyuan
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 71-99
Persistent link: https://www.econbiz.de/10013185693
Saved in:
17
Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta
;
Kopciuszewski, Paweł
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
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18
Targeted debt relief and the origins of financial distress : experimental evidence from distressed credit card borrowers
Dobbie, Will
;
Song, Jae
- In:
The American economic review
110
(
2020
)
4
,
pp. 984-1018
Persistent link: https://www.econbiz.de/10012216009
Saved in:
19
Household debt revaluation and the real economy : evidence from a foreign currency debt crisis
Verner, Emil
;
Gyöngyösi, Győző
- In:
The American economic review
110
(
2020
)
9
,
pp. 2667-2702
Persistent link: https://www.econbiz.de/10012430897
Saved in:
20
Sources of displaced workers' long-term earnings losses
Lachowska, Marta
;
Mas, Alexandre
;
Woodbury, Stephen A.
- In:
The American economic review
110
(
2020
)
10
,
pp. 3231-3266
Persistent link: https://www.econbiz.de/10012431106
Saved in:
21
Stress testing household debt
Bhutta, Neil
;
Bricker, Jesse
;
Dettling, Lisa J.
; …
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012421176
Saved in:
22
The impact of data aggregation and risk attributes on stress testing models of mortgage default
Li, Feng
;
Zhang, Yan
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
3
,
pp. 35-74
Persistent link: https://www.econbiz.de/10012421199
Saved in:
23
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis
;
Sanchez Rivero, Javier
;
Sourabh, Sumit
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
Saved in:
24
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:
25
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:
26
On probability of default and its relation to observed default frequency and a common factor
Oeyen, Brent
;
Celis, Oliver Salazar
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 41-66
Persistent link: https://www.econbiz.de/10012121563
Saved in:
27
Is inflation default? : the role of information in debt crises
Bassetto, Marco
;
Galli, Carlo
- In:
The American economic review
109
(
2019
)
10
,
pp. 3556-3584
Persistent link: https://www.econbiz.de/10012200254
Saved in:
28
Drilling like there's no tomorrow : bankruptcy, insurance, and environmental risk
Boomhower, Judson
- In:
The American economic review
109
(
2019
)
2
,
pp. 391-426
Persistent link: https://www.econbiz.de/10011992617
Saved in:
29
A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
Altman, Edward I.
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012041794
Saved in:
30
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:
31
A new model for bank loan loss given default by leveraging time to recovery
Chen, Heng Z.
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011962384
Saved in:
32
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:
33
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
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34
Adapting the Basel II advanced internal-ratings-based models for International Financial Reporting Standard 9
Miu, Peter
;
Ozdemir, Bogie
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 53-83
Persistent link: https://www.econbiz.de/10011777684
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35
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:
36
Adressing probationary period within a competing risks survival model for retail mortagage loss given default
Wood, Richard M.
;
Powell, David
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 47-66
Persistent link: https://www.econbiz.de/10011849972
Saved in:
37
Financial distress pre-warning indicators : a case study on Italian listed companies
De Luca, Francesco
;
Meschieri, Enrica
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 73-94
Persistent link: https://www.econbiz.de/10011670761
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38
Bailouts, time inconsistency, and optimal regulation : a macroeconomic view
Chari, Varadarajan V.
;
Kehoe, Patrick J.
- In:
The American economic review
106
(
2016
)
9
,
pp. 2458-2493
Persistent link: https://www.econbiz.de/10011582055
Saved in:
39
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
40
A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna
;
Jakob, Kevin
;
Fischer, Matthias
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
Saved in:
41
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:
42
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
Saved in:
43
Modeling the current loan-to-value structure of mortgage pools without loan-specific data
Palmroos, Peter
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011645432
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44
Financial and nonfinancial variables as long-horizon predictors of bankruptcy
Altman, Edward I.
;
Iwanicz-Drozdowska, Małgorzata
; …
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
4
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011645437
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45
Benchmarking the loss given default parameter for mortgage loan portfolios under stress
Greve, Christian
;
Hahnenstein, Lutz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
4
,
pp. 79-107
Persistent link: https://www.econbiz.de/10011645440
Saved in:
46
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
47
Bankruptcy as implicit health insurance
Mahoney, Neale
- In:
The American economic review
105
(
2015
)
2
,
pp. 710-746
Persistent link: https://www.econbiz.de/10010519544
Saved in:
48
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:
49
Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias
;
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
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50
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
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pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
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