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A Merton-Model Approach to Assessing the Default Risk of UK Public Companies

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2008Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System69 cited
2017Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland65 cited
2013Systemic risk analysis using forward-looking Distance-to-Default series46 cited
2018Predicting unlisted SMEs' default: Incorporating market information on accounting-based models for improved accuracy37 cited
2013Is default probability associated with corporate social responsibility?34 cited

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2005

Credit Default Swaps

26 cited

2014A long-run survival analysis of corporate liquidations in Ireland24 cited

2011Incorporating Financial Sector Risk into Monetary Policy Models: Application to Chile19 cited