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Recent Developments in Financial Economics and Econometrics: An Overview

Chang, Chia-Lin; Allen, David; McAleer, Michael - 2013

Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed articles in the discipline of Finance. The special issue presents several papers by leading scholars in the field on “Recent Developments in Financial Economics and...

Persistent link: https://www.econbiz.de/10010326212

Take it to the limit: Innovative CVaR applications to extreme credit risk measurement

Allen, David E.; Powell, R. J.; Singh, Abhay Kumar - In: European journal of operational research : EJOR 249 (2016) 2, pp. 465-475

Persistent link: https://www.econbiz.de/10011436713

A capital adequacy buffer model

Allen, David E.; McAleer, Michael; Powell, R. J.; … - In: Applied economics letters 23 (2016) 1/3, pp. 175-179

Persistent link: https://www.econbiz.de/10011414540

A hidden Markov chain model for the term structure of bond credit risk spreads

Thomas, Lyn C.; Allen, David E.; Morkel-Kingsbury, Nigel - In: International review of financial analysis 11 (2002) 3, pp. 311-329

Persistent link: https://www.econbiz.de/10001715978

A hidden Markov chain model for the term structure of bond credit risk spreads

Thomas, Lyn C. (contributor); Allen, David E. (contributor); … - 1999 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001455847

How bank risk profiles affect their strength : an assessment of banks in the Asia-Pacific region

Allen, David E. (contributor); Chandra, Mahendra (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002254170

Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective

Allen, David E.; Powell, Robert - In: The VaR implementation handbook, (pp. 403-414). 2009

Persistent link: https://www.econbiz.de/10003827094

Transitional credit modelling and its relationship to market value at risk : an Australian sectoral perspective

Allen, David E.; Powell, Robert - In: Accounting and finance : journal of the Accounting … 49 (2009) 3, pp. 425-444

Persistent link: https://www.econbiz.de/10003889276

CVaR and credit risk measurement

Powell, Robert; Allen, David E. - 2009

Persistent link: https://www.econbiz.de/10008667291

Recent developments in financial economics and econometrics : an overview

Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10009701642