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Debt market illiquidity and correlated default risk
Javadi, Siamak; Mollagholamali, Mohsen - In: Finance research letters 26 (2018), pp. 266-273
Persistent link: https://www.econbiz.de/10012005695
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Credit risk assessment of fixed income portfolios using explicit expressions
Pagnoncelli, Bernardo K.; Cifuentes, Arturo - In: Finance research letters 11 (2014) 3, pp. 224-230
Persistent link: https://www.econbiz.de/10010441865
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Ex-ante risk factors and required structures of the implied correlation matrix
Schadner, Wolfgang - In: Finance research letters 41 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10013336218
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Asymmetric asset correlation in credit portfolios
Cho, Yongbok; Lee, Yong Woong - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
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An analytic approach To network-based modelling for contagious defaults
Jun Park, Jong; Jang, Hyun Jin - In: Finance research letters 44 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10014494696
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Correlation structure between fiat currencies and blockchain assets
Abakah, Emmanuel Joel Aikins; Wali Ullah, G. M.; … - In: Finance research letters 62 (2024) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014530800
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What drives the time to resolution of defaulted bank loans?
Betz, Jennifer; Kellner, Ralf; Rösch, Daniel - In: Finance research letters 18 (2016), pp. 7-31
Persistent link: https://www.econbiz.de/10011656489
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Impact of higher federal funds rates on bank risk during higher inflation in the U.S.
Koch, Jascha-Alexander; Islam, Mohammad Saiful - In: Finance research letters 60 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014490202
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Unexpected loss, expected profit, and economic capital : a note on economic capital for credit risk incorporating interest income, expenses, losses, and ROE target
Krebs, Martin; Nippel, Peter - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012487743
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BigTech, FinTech, and banks : a tangle or unity?
Karim, Sitara; Lucey, Brian M. - In: Finance research letters 64 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014531790