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Houshold debt demand and supply : a cross-country comparison

Crook, Jonathan N. - In: The economics of consumer credit, (pp. 63-92). 2006

Persistent link: https://www.econbiz.de/10003393327

A new ordinal mixed-data sampling model with an application to corporate credit rating levels

Goldmann, Leonie; Crook, Jonathan N.; Calabrese, Raffaella - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1111-1126

Persistent link: https://www.econbiz.de/10014456940

Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults

Djeundje, Viani Biatat; Crook, Jonathan N. - In: Journal of the Operational Research Society 74 (2023) 7, pp. 1763-1774

Persistent link: https://www.econbiz.de/10014336309

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

Identifying hidden patterns in credit risk survival data using Generalised Additive Models

Djeundje, Viani Biatat; Crook, Jonathan N. - In: European journal of operational research : EJOR 277 (2019) 1, pp. 366-376

Persistent link: https://www.econbiz.de/10012015040

Forecasting and explaining aggregate consumer credit delinquency behaviour

Crook, Jonathan N.; Banasik, John - In: International journal of forecasting 28 (2012) 1, pp. 145-160

Persistent link: https://www.econbiz.de/10009582002

The stability of survival model parameter estimates for predicting the probability of default : empirical evidence over the credit crisis

Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 457-464

Persistent link: https://www.econbiz.de/10011436709

A new mixture model for the estimation of credit card exposure at default

Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 487-497

Persistent link: https://www.econbiz.de/10011436718

Precautionary motives and portfolio decisions

Hochgürtel, Stefan - In: Journal of applied econometrics 18 (2003) 1, pp. 61-77

Persistent link: https://www.econbiz.de/10001738245

Job Loss, Firm-Level Heterogeneity and Mortality : Evidence from Administrative Data

Bloemen, Hans G. - 2015

This paper estimates the effect of job loss on mortality for older male workers with strong labor force attachment. Using Dutch administrative data, we find that job loss due to sudden firm closure increased the probability to die within five years by a sizable 0.60 percentage points....

Persistent link: https://www.econbiz.de/10013011885