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Credit risk
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Jarrow, Robert A.
42
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6
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5
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4
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4
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3
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3
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3
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3
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2
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Review of derivatives research
5
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4
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3
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2
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Credit risk : models, derivatives, and management
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
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Innovations in risk management : seminal papers from the Journal of Risk
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1
Review of finance : journal of the European Finance Association
1
The Quarterly Review of Economics and Finance
1
The credit market handbook : advanced modeling issues
1
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1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of risk model validation
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
Default prediction based on a locally weighted dynamic ensemble model for imbalanced data
Xing, Jin
;
Chi, Guotai
;
Pan, Ancheng
- In:
The journal of risk model validation
18
(
2024
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10014556698
Saved in:
2
Instance-dependent misclassification cost-sensitive learning for default prediction
Xing, Jin
;
Chi, Guotai
;
Pan, Ancheng
- In:
Research in international business and finance
69
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015052446
Saved in:
3
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:
4
Credit risk models
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 37-68
Persistent link: https://www.econbiz.de/10003924491
Saved in:
5
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
6
Credit market equilibrium theory and evidence : revisiting the structural versus reduced form credit risk model debate
Jarrow, Robert A.
- In:
Finance research letters
8
(
2011
)
1
,
pp. 2-7
Persistent link: https://www.econbiz.de/10009272382
Saved in:
7
Financial crises and economic growth
Jarrow, Robert A.
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 194-207
Persistent link: https://www.econbiz.de/10010466553
Saved in:
8
Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
Saved in:
9
A critique of revised Basel II
Jarrow, Robert A.
- In:
Journal of financial services research : JFSR
32
(
2007
)
1/2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003576332
Saved in:
10
A credit spread decomposition : a resolution of the credit spread puzzle
Jarrow, Robert A.
-
2024
Persistent link: https://www.econbiz.de/10015399494
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