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Credit risk modelling under recessionary and financially distressed conditions
Dendramis, Yiannis; Tzavalis, Elias; Adraktas, Georgios - In: Journal of banking & finance 91 (2018), pp. 160-175
Persistent link: https://www.econbiz.de/10011963657
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Exposure at default modeling : a theoretical and empirical assessment of estimation approaches and parameter choice
Gürtler, Marc; Hibbeln, Martin; Usselmann, Piet - In: Journal of banking & finance 91 (2018), pp. 176-188
Persistent link: https://www.econbiz.de/10011963658
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Default and bankruptcy in an entrepreneurial economy with incomplete markets
Carvalho, Jaimilton; Divino, José Angelo; Orrillo, Jaime - In: Journal of banking & finance 37 (2013) 7, pp. 2162-2172
Persistent link: https://www.econbiz.de/10009760719
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The impact of diverse measures of default risk on UK stock returns
Chen, Jie; Hill, Paula - In: Journal of banking & finance 37 (2013) 12, pp. 5118-5131
Persistent link: https://www.econbiz.de/10010342767
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Consistency of banks' internal probability of default estimates : empirical evidence from the COVID-19 crisis
Stepankova, Barbora; Teply, Petr - In: Journal of banking & finance 154 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014491719
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Modelin-g credit risk with a Tobit model of days past due
Brezigar-Masten, Arjana; Masten, Igor; Volk, Matjaz - In: Journal of banking & finance 122 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012659261
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Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: Journal of banking & finance 122 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
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Description-text related soft information in peer-to-peer lending : evidence from two leading European platforms
Dorfleitner, Gregor; Priberny, Christopher; Schuster, … - In: Journal of banking & finance 64 (2016), pp. 169-187
Persistent link: https://www.econbiz.de/10011634298
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Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao; Jiang, Liang; Li, Junye - In: Journal of banking & finance 154 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
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Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - In: Journal of banking & finance 115 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012489163