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Financial Markets Conference, Credit Derivatives: Where's the Risk? <2007, Atlanta, Ga.>
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Journal of banking & finance
67
The journal of structured finance
50
Finance research letters
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The journal of fixed income
42
International review of financial analysis
41
International journal of theoretical and applied finance
40
Journal of financial stability
37
Journal of international financial markets, institutions & money
37
NBER working paper series
36
The journal of credit risk : published quarterly by Incisive Media
34
NBER Working Paper
32
Journal of financial economics
31
Journal of international money and finance
31
Journal of empirical finance
27
Research paper series / Swiss Finance Institute
26
The journal of futures markets
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
IMF working papers
23
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
20
Discussion paper / Centre for Economic Policy Research
20
International review of economics & finance : IREF
20
Review of quantitative finance and accounting
20
Working paper series / European Central Bank
20
Economic modelling
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Discussion paper
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ECB Working Paper
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Journal of financial and quantitative analysis : JFQA
18
Review of finance : journal of the European Finance Association
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Finance and economics discussion series
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Swiss Finance Institute Research Paper
17
The European journal of finance
17
Research in international business and finance
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper
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ECONIS (ZBW)
RePEc
168
EconStor
65
BASE
7
Other ZBW resources
5
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1
Pricing corporate bonds and constructing credit curves in a developing country : the case of the Taiwan bond fund crisis
Lee, Shyan Yuan
;
Chiou, Wan-jiun Paul
;
Chung, Yi Fang
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 261-274
Persistent link: https://www.econbiz.de/10011754124
Saved in:
2
EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks
Kristóf, Tamás
;
Virág, Miklós
- In:
Research in international business and finance
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014240075
Saved in:
3
Forecasting loss given default of bank loans with multi-stage model
Tanoue, Yuta
;
Kawada, Akihiro
;
Yamashita, Satoshi
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 513-522
Persistent link: https://www.econbiz.de/10011922923
Saved in:
4
Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
Saved in:
5
Estimating loss-given default through advanced credibility theory
Bonini, Stefano
;
Caivano, Giuliana
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1351-1362
Persistent link: https://www.econbiz.de/10011715432
Saved in:
6
Default-implied asset correlation : empirical study for Moroccan companies
Ammari, Mustapha
;
Lakhnati, Ghizlane
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 415-425
Persistent link: https://www.econbiz.de/10011789290
Saved in:
7
Loss given default : estimating by the conditional minimum value
Ammari, Mustapha
;
Lakhnati, Ghizlane
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 779-785
Persistent link: https://www.econbiz.de/10011823132
Saved in:
8
Time to default in credit scoring using survival analysis : a benchmark study
Dirick, Lore
;
Claeskens, Gerda
;
Baesens, Bart
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
6
,
pp. 652-665
Persistent link: https://www.econbiz.de/10011656882
Saved in:
9
Macro-economic factors in credit risk calculations : including time-varying covariates in mixture cure models
Dirick, Lore
;
Bellotti, Tony
;
Claeskens, Gerda
; …
-
2016
Persistent link: https://www.econbiz.de/10011799062
Saved in:
10
The implications of credit risk modeling for banks’ loan loss provisions and loan-origination procyclicality
Bhat, Gauri
;
Ryan, Stephen G.
;
Vyas, Dushyantkumar
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2116-2141
Persistent link: https://www.econbiz.de/10012039734
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