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Dynamic survival models with varying coefficients for credit risks
Djeundje, Viani Biatat; Crook, Jonathan N. - In: European journal of operational research : EJOR 275 (2019) 1, pp. 319-333
Persistent link: https://www.econbiz.de/10011993283
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Do capital adequacy and credit quality affect systematic risk? : investigation of a sample of European Listed Banks in light of EBA stress tests
Miani, Stefano; Floreani, Josanco; Paltrinieri, Andrea - In: The quarterly journal of finance 8 (2018) 4, pp. 1-31
Persistent link: https://www.econbiz.de/10011922056
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Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults
Djeundje, Viani Biatat; Crook, Jonathan N. - In: Journal of the Operational Research Society 74 (2023) 7, pp. 1763-1774
Persistent link: https://www.econbiz.de/10014336309
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Bank-insurance risk spillovers : evidence from Europe
Dreassi, Alberto; Miani, Stefano; Paltrinieri, Andrea; … - In: The Geneva papers on risk and insurance - issues and … 43 (2018) 1, pp. 72-96
Persistent link: https://www.econbiz.de/10012256016
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Are NPL-backed securities an investment opportunity?
Bolognesi, Enrica; Stucchi, Patrizia; Miani, Stefano - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 327-339
Persistent link: https://www.econbiz.de/10012431119