Similar Search Results

Valuing risky debt : a new model combining structural information with the reduced-form approach

Ballestra, Luca Vincenzo; Pacelli, Graziella - In: Insurance / Mathematics & economics 55 (2014), pp. 261-271

Persistent link: https://www.econbiz.de/10010366168

Modeling the effect of macroeconomic factors on corporate default and credit rating transitions

Figlewski, Stephen; Frydman, Halina; Liang, Weijian - In: International review of economics & finance : IREF 21 (2012) 1, pp. 87-105

Persistent link: https://www.econbiz.de/10009428084

Credit default swap valuation with counterparty risk

Seng Yuen Leung; Kwok, Yue-Kuen - In: The Kyoto economic review 74 (2005) 1, pp. 25-45

Persistent link: https://www.econbiz.de/10003379594

Modeling credit risk with a multi-stage hybrid model : an alternative statistical approach

Uddin, Mohammad S.; Chi, Guotai; Al Janabi, Mazin A. M.; … - In: Journal of forecasting 41 (2022) 7, pp. 1386-1415

Persistent link: https://www.econbiz.de/10013465701

Financial credit risk evaluation model using machine learning-based approach

Jadwal, Pankaj Kumar; Jain, Sonal; Agarwal, Basant - In: World review of entrepreneurship, management and … 16 (2020) 6, pp. 576-589

Persistent link: https://www.econbiz.de/10012319049

The lending risk predicting of the folk informal financial organization from big data using the deep learning hybrid model

Shi, Tao; Li, Chongyang; Wanyan, Hong; Xu, Ying; Zhang, Wei - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014239950

Multi-agent hybrid mechanism for financial risk management

Yan, Jianyuan; Liao, Jui-Jung; Shih, Ching-Hui - In: Journal of industrial engineering and management : JIEM 8 (2015) 2, pp. 435-452

Purpose: The goal of this study was to propose the multi-agent mechanism to forecast the corporate financial distress. Design/methodology/approach: This study utilized numerous methods, namely random subspace method, discriminant analysis and decision tree to construct the multi-agent...

Persistent link: https://www.econbiz.de/10011914283

The performance of hybrid models in the assessment of default risk

Bellalah, Mondher; Zouari, Sami; Levyne, Olivier - In: Economic modelling 52 (2016), pp. 259-265

Persistent link: https://www.econbiz.de/10011645652

Modeling CDS spreads : a comparison of some hybrid approaches

Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide - In: Journal of empirical finance 57 (2020), pp. 107-124

Persistent link: https://www.econbiz.de/10012430444

Liquidity risk and volatility risk in credit spread models : a unified approach

Perrakis, Stylianos; Zhong, Rui - In: European financial management : the journal of the … 23 (2017) 5, pp. 873-901

Persistent link: https://www.econbiz.de/10011865496