Narrow search
Showing 1 - 10 of 14
Cover Image
Contribution of macroeconomic factors to the prediction of small bank failures
Mare, Davide Salvatore - In: Journal of international financial markets, … 39 (2015), pp. 25-39
Persistent link: https://www.econbiz.de/10011475239
Cover Image
Chinese companies distress prediction : an application of data envelopment analysis
Li, Zhiyong; Crook, Jonathan N.; Andreeva, Galina - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 466-479
Persistent link: https://www.econbiz.de/10010251675
Cover Image
Intensity models and transition probabilities for credit card loan delinquencies
Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 236 (2014) 2, pp. 685-694
Persistent link: https://www.econbiz.de/10010367200
Cover Image
Support vector regression for loss given default modelling
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 240 (2015) 2, pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
Cover Image
Is it obligor or instrument that explains recovery rate : evidence from US corporate bond
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: Journal of financial stability 28 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011825500
Cover Image
Enhancing two-stage modelling methodology for loss given default with support vector machines
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 263 (2017) 2, pp. 679-689
Persistent link: https://www.econbiz.de/10011794025
Cover Image
Special section 2: Credit risk modelling and forecasting
Crook, Jonathan N. (contributor) - In: International journal of forecasting 28 (2012) 1, pp. 128-296
Persistent link: https://www.econbiz.de/10009580822
Cover Image
Loss given default models incorporating macroeconomic variables for credit cards
Bellotti, Tony; Crook, Jonathan N. - In: International journal of forecasting 28 (2012) 1, pp. 171-182
Persistent link: https://www.econbiz.de/10009581992
Cover Image
Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 287 (2020) 2, pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
Cover Image
Spatial contagion in mortgage defaults : a spatial dynamic survival model with time and space varying coefficients
Calabrese, Raffaella; Crook, Jonathan N. - In: European journal of operational research : EJOR 287 (2020) 2, pp. 749-761
Persistent link: https://www.econbiz.de/10012293948