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Journal of banking & finance
188
The journal of credit risk : published quarterly by Incisive Media
90
European journal of operational research : EJOR
79
International journal of theoretical and applied finance
77
Finance research letters
68
The journal of fixed income
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Journal of financial economics
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
European systemic credit risk transmission using Bayesian networks
Ballester, Laura
;
López, Jesúa
;
Pavia, José Manuel
- In:
Research in international business and finance
65
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014432478
Saved in:
2
Bayesian methods in portfolio credit risk management
Wendin, Jonathan Erik Purvis
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003366254
Saved in:
3
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
4
A Bayesian approach to modeling mortgage default and prepayment
Bhattacharya, Arnab
;
Wilson, Simon P.
;
Soyer, Refik
- In:
European journal of operational research : EJOR
274
(
2019
)
3
,
pp. 1112-1124
Persistent link: https://www.econbiz.de/10011990305
Saved in:
5
Enhanced decision support in credit scoring using Bayesian binary quantile regression
Miguéis, V. L.
;
Benoit, D. F.
;
Van den Poel, Dirk
- In:
Journal of the Operational Research Society : OR
64
(
2013
)
9
,
pp. 1374-1383
Persistent link: https://www.econbiz.de/10009788630
Saved in:
6
Enhanced decision support in credit scoring using Bayesian binary quantile regression
Miguéis, Vera L.
;
Benoit, Dries F.
;
Van den Poel, Dirk
-
2012
Persistent link: https://www.econbiz.de/10009665121
Saved in:
7
Confidence sets for asset correlations in portfolio credit risk
Castro Iragorri, Carlos Alberto
- In:
Revista de economía del Rosario
15
(
2012
)
1
,
pp. 19-58
Persistent link: https://www.econbiz.de/10010208712
Saved in:
8
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
9
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
10
Can CDS indexes signal future turmoils in the stock market? : a Markov switching perspective
Castellano, Rosella
;
Scaccia, Luisa
- In:
Central European journal of operations research : CEJOR …
22
(
2014
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10010356926
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