Narrow search
Showing 1 - 10 of 14
Cover Image
Using the Bayesian sampling method to estimate corporate loss given default distribution
Zhang, Xiaofei; Zhao, Xinlei - In: Journal of empirical finance 79 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015179516
Cover Image
Comparison of modeling methods for Loss Given Default
Qi, Min; Zhao, Xinlei - In: Journal of banking & finance 35 (2011) 11, pp. 2842-2855
Persistent link: https://www.econbiz.de/10009373147
Cover Image
Correlation in credit risk changes
Pu, Xiaoling; Zhao, Xinlei - In: Journal of banking & finance 36 (2012) 4, pp. 1093-1106
Persistent link: https://www.econbiz.de/10009557821
Cover Image
Unobserved systematic risk factor and default prediction
Qi, Min; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of banking & finance 49 (2014), pp. 216-227
Persistent link: https://www.econbiz.de/10010508040
Cover Image
Debt structure, market value of firm and recovery rate
Qi, Min; Zhao, Xinlei - In: The journal of credit risk : published quarterly by … 9 (2013) 1, pp. 3-37
Persistent link: https://www.econbiz.de/10009737308
Cover Image
What moves the correlation between the equity and credit default swap markets?
Liu, Zilong; Pu, Xiaoling; Zhao, Xinlei - In: The journal of fixed income 25 (2015) 2, pp. 72-87
Persistent link: https://www.econbiz.de/10011399890
Cover Image
Further investigation of parametric loss given default modeling
Li, Phillip; Qi, Min; Zhang, Xiaofei; Zhao, Xinlei - In: The journal of credit risk : published quarterly by … 12 (2016) 4, pp. 17-47
Persistent link: https://www.econbiz.de/10011645433
Cover Image
Credit rating and microfinance lending decisions based on loss given default (LGD)
Shi, Baofeng; Zhao, Xue; Wu, Bi; Dong, Yizhe - In: Finance research letters 30 (2019), pp. 124-129
Persistent link: https://www.econbiz.de/10012420319
Cover Image
Predicting mortgage early delinquency with machine learning methods
Chen, Shunqin; Guo, Zhengfeng; Zhao, Xinlei - In: European journal of operational research : EJOR 290 (2021) 1, pp. 358-372
Persistent link: https://www.econbiz.de/10012436411
Cover Image
Modeling loss given default regressions
Li, Phillip; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of risk 23 (2020/2021) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10012500067