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The performance of hybrid models in the assessment of default risk
Bellalah, Mondher; Zouari, Sami; Levyne, Olivier - In: Economic modelling 52 (2016), pp. 259-265
Persistent link: https://www.econbiz.de/10011645652
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Utility indifference valuation of corporate bond with credit rating migration by structure approach
Liang, Jin; Zhao, Yuejuan; Zhang, Xudan - In: Economic modelling 54 (2016), pp. 339-346
Persistent link: https://www.econbiz.de/10011642188
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How an export boom affects unemployment
Gaston, Noel G.; Rajaguru, Gulasekaran - In: Economic modelling 30 (2013), pp. 343-355
Persistent link: https://www.econbiz.de/10009703622
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Anticipating individual bank rescues
Correia, Ricardo; Dubiel-Teleszynski, Tomasz; … - In: Economic modelling 82 (2019), pp. 345-360
Persistent link: https://www.econbiz.de/10012203137
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Forecasting China bond default with severe class-imbalanced data : a simple learning model with causal inference
Peng, Mike W.; Stern, Elisheva R.; Hu, Hanwen - In: Economic modelling 144 (2025), pp. 1-16
Persistent link: https://www.econbiz.de/10015195157
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Analysis of sectoral credit default cycle dependency with wavelet networks : evidence from Turkey
Cifter, Atilla; Yilmazer, Sait; Cifter, Elif - In: Economic modelling 26 (2009) 6, pp. 1382-1388
Persistent link: https://www.econbiz.de/10003923576
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Loan interest rates under risk-based capital requirements : the impact of banking market structure
Drumond, Inês; Jorge, José - In: Economic modelling 32 (2013), pp. 602-607
Persistent link: https://www.econbiz.de/10009762012
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Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi; Koivusalo, Alexander F. R. - In: Economic modelling 30 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
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Default probability of a captive credit bank with government capital injections : a capped barrier option approach
Chang, Chuen-ping - In: Economic modelling 29 (2012) 6, pp. 2444-2450
Persistent link: https://www.econbiz.de/10009673700
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The cyclical behavior of bank capital buffers in an emerging economy : size does matter
Gracía-Suaza, Andrés Felipe; Gómez González, José … - In: Economic modelling 29 (2012) 5, pp. 1612-1617
Persistent link: https://www.econbiz.de/10009667181