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Farm‐level and macroeconomic determinants of farm credit risk migration rates
11 references·0 citing·43 second hop
Farm‐level and macroeconomic determinants of farm credit risk migration rates (2004)Farm‐level and macroeconomic determinants…Credit risk migration analysis of farm businesses (2002)Credit risk migration analysi…Bankruptcy, Credit Risk, and High Yield Junk Bonds (2002)Bankruptcy, Credit Risk, and …Ratings versus equity-based credit risk modelling: an empirical analysis (2001)Ratings versus equity-based c…Modern capital management by financial institutions: Implications for agricultural lenders (2001)Modern capital management by …Economic risk and the structural characteristics of farm businesses (2001)Economic risk and the structu…Lease Pricing for Farm Real Estate (2000)Lease Pricing for Farm Real E…High-Yield Bond Default and Call Risks (1999)High-Yield Bond Default and C…Understanding Aggregate Default Rates of High-Yield Bonds (1997)Understanding Aggregate Defau…A joint experience and statistical approach to credit scoring (1994)A joint experience and statis…Credit risk measurement (1992)Credit risk measurementAN ANALYSIS OF THE RISK AVERSION OF FARM OPERATORS: AN ASSET PORTFOLIO APPROACH (1981)AN ANALYSIS OF THE RISK AVERS…Aspects of the Theory of Risk-Bearing. (1966)Risk Aversion in the Small and in the Large (1976)An Empirical Analysis of the Intertemporal Stability of Risk Preference (1983)Prospect theory: An analysis of decision under risk (1988)Determinants of the Strength of Strategic Adjustments in Farm Capital Structure (2003)Calibrating the wealth effects of decoupled payments: Does decreasing absolute risk aversion matter? (2009)The Pricing of Options and Corporate Liabilities (1973)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Prospect Theory and Asset Prices (2001)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)The importance and subtlety of credit rating migration (1998)Default and Recovery Rates of Corporate Bond Issuers: 2000 (2001)Credit risk migration and downgrades experienced by agricultural lenders (2005)A multi-objective approach for the prediction of loan defaults (2011)An integrated credit rating and loan quality model: application to bank shipping finance (2014)Economics of Agricultural Production and Resource Use (1954)Age and Farmer Productivity (1995)Equilibrium of Land Values from Agricultural and General Economic Factors for Cropland and Pasture Capitalization in Georgia (2004)Farmland rental markets: trends in contract type, rates, and risk (2013)The arbitrage theory of capital asset pricing (1976)An Empirical Investigation of the Arbitrage Pricing Theory (1980)Regulation of Bank Capital and Portfolio Risk (1980)Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)Finance as a Driver of Corporate Social Responsibility (2006)Corporate Social Responsibility in the International Banking Industry (2008)Financial Performance, Risk, and Specialization (1997)Joint measurement of farm size and farm performance: a confirmatory factor analysis (2011)Risk perception and determinants in small‐ and medium‐sized agri‐food enterprises amidst the COVID‐19 pandemic: Evidence from Egypt (2020)Selected Economic Determinants of Labor Profitability in Family Farms in Poland in Relation to Economic Size (2022)Forecasting Default Rates on High-Yield Bonds (1996)Stability of rating transitions (2000)Explaining the Rate Spread on Corporate Bonds (2001)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Credit score migration analysis of farm businesses: conditioning on business cycles and migration trends (2004)Assessing Credit Risk in an Agricultural Loan Portfolio (2009)Is agricultural microcredit really more risky? Evidence from Tanzania (2012)Predictors of farm performance and repayment ability as factors for use in risk‐rating models (2002)Factors affecting the agricultural loan decision‐making process (2007)Explanators of Local Government Distress (2007)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Artificial intelligence and machine learning in finance: A bibliometric review (2022)
this work references cited by second hop

References

  • 1992Credit risk measurement141 cited
  • 2002Bankruptcy, Credit Risk, and High Yield Junk Bonds127 cited
  • 1997Understanding Aggregate Default Rates of High-Yield Bonds84 cited
  • 1999High-Yield Bond Default and Call Risks71 cited
  • 1994A joint experience and statistical approach to credit scoring49 cited
  • 2001Economic risk and the structural characteristics of farm businesses46 cited
  • 2002Credit risk migration analysis of farm businesses39 cited
  • 1981AN ANALYSIS OF THE RISK AVERSION OF FARM OPERATORS: AN ASSET PORTFOLIO APPROACH36 cited
  • 2001Modern capital management by financial institutions: Implications for agricultural lenders33 cited
  • 2000Lease Pricing for Farm Real Estate32 cited
  • 2001Ratings versus equity-based credit risk modelling: an empirical analysis23 cited

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