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A note on the equilibrium effects of predictive credit-risk models
Spiegler, Ran - 2023
Persistent link: https://www.econbiz.de/10014342243
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Single-name credit risk, portfolio risk, and credit rationing
Arnold, Lutz; Reeder, Johannes; Trepl, Stefanie - 2010
Persistent link: https://www.econbiz.de/10008811301
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Single-name credit risk, portfolio risk and credit rationing
Arnold, Lutz; Reeder, Johannes; Trepl, Stefanie - In: Economica 81 (2014) 322, pp. 311-328
Persistent link: https://www.econbiz.de/10010473535
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Market-based default rate forecasting
Sterling, Karen; Fridson, Martin - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 99-106
Persistent link: https://www.econbiz.de/10008652146
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Nowcasting and forecasting global financial sector stress and credit market dislocation
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - In: International journal of forecasting 30 (2014) 3, pp. 741-758
Persistent link: https://www.econbiz.de/10010515585
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The mortgage spread as a predictor of real-time economic activity
Hännikäinen, Jari - In: Applied economics letters 23 (2016) 1/3, pp. 112-116
Persistent link: https://www.econbiz.de/10011414443
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Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong; Huang, Wen-Li - In: International journal of theoretical and applied finance 22 (2019) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
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Effect of mandatory IFRS adoption on accounting-based prediction models for CDS spreads
Kraft, Pepa; Landsman, Wayne R.; Shan, Zilu - In: The European accounting review 30 (2021) 2, pp. 223-250
Persistent link: https://www.econbiz.de/10012500283
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Long-horizon predictions of credit default with inconsistent customers
Chi, Guotai; Dong, Bingjie; Zhou, Ying; Jin, Peng - In: Technological forecasting and social change : an … 198 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015076472