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Local logit regression for loan recovery rate
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Local logit regression for loan recovery rate (2021)Local logit regression for loan recovery …Macroeconomic variable selection for creditor recovery rates (2018)Macroeconomic variable select…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Ultimate recovery mixtures (2013)Ultimate recovery mixturesLoss given default for leasing: Parametric and nonparametric estimations (2013)Loss given default for leasin…A zero-adjusted gamma model for mortgage loan loss given default (2013)A zero-adjusted gamma model f…Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 (2012)Dynamic Factor Models With Ma…The determinants of bank loan recovery rates (2011)The determinants of bank loan…The Dependence of Recovery Rates and Defaults (2011)The Dependence of Recovery Ra…Comparison of modeling methods for Loss Given Default (2011)Comparison of modeling method…Benchmarking regression algorithms for loss given default modeling (2011)Benchmarking regression algor…Measuring Financial Market Stress (2010)Measuring Financial Market St…Forecasting bank loans loss-given-default (2010)Forecasting bank loans loss-g…Recovery rates, default probabilities, and the credit cycle (2009)Recovery rates, default proba…Loss given default of high loan-to-value residential mortgages (2008)Loss given default of high lo…What Do We Know About Loss Given Default? (2004)What Do We Know About Loss Gi…On the way to recovery: A nonparametric bias free estimation of recovery rate densities (2004)On the way to recovery: A non…Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds (1996)A Markov Model for the Term Structure of Credit Risk Spreads (1997)Modelling Extremal Events (1997)& The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications (2008)Financial stress and economic dynamics: The transmission of crises (2014)International transmission and business-cycle effects of financial stress (2014)The role of geopolitical risks on the Turkish economy opportunity or threat (2019)Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions (2021)Corporate Finance and Corporate Governance (1988)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Econometric Analysis of Cross Section and Panel Data (2001)Duration of sovereign debt renegotiation (2011)Enhancing two-stage modelling methodology for loss given default with support vector machines (2017)Collateral and Asymmetric Information in Lending Markets (2022)Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Development and application of consumer credit scoring models using profit-based classification measures (2014)Deep learning for limit order books (2018)Two-stage consumer credit risk modelling using heterogeneous ensemble learning (2019)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)Merton, Robert C. (2010)Support vector regression for loss given default modelling (2014)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Modeling the Loss Distribution (2011)Systemic Risk in Financial Networks: A Survey (2021)Measuring Corporate Bond Mortality and Performance (1989)Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries (2007)Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics (2008)Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform (2020)Foreclosing on Opportunity: State Laws and Mortgage Credit (2006)Theories of bank behavior under capital regulation (2007)Interaction between housing prices and household borrowing: The Finnish case (2008)Why ‘Basel II’ may need a leverage ratio restriction (2008)Mortgage timing (2009)Financing as a supply chain: The capital structure of banks and borrowers (2018)The Corporate Bankruptcy Decision (1989)Bank loan losses-given-default: A case study (2005)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Loss given default models incorporating macroeconomic variables for credit cards (2011)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2004What Do We Know About Loss Given Default?280 cited
  • 2009Recovery rates, default probabilities, and the credit cycle216 cited
  • 2008Loss given default of high loan-to-value residential mortgages193 cited
  • 2011Benchmarking regression algorithms for loss given default modeling186 cited
  • 2010Forecasting bank loans loss-given-default171 cited
  • 2011Comparison of modeling methods for Loss Given Default151 cited
  • 2010Measuring Financial Market Stress119 cited
  • 2011The Dependence of Recovery Rates and Defaults112 cited
  • 2011The determinants of bank loan recovery rates109 cited
  • 2004On the way to recovery: A nonparametric bias free estimation of recovery rate densities108 cited
  • 2013A zero-adjusted gamma model for mortgage loan loss given default81 cited
  • 2013Ultimate recovery mixtures75 cited
  • 2012Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 200865 cited
  • 2018Macroeconomic variable selection for creditor recovery rates62 cited
  • 2013

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Loss given default for leasing: Parametric and nonparametric estimations
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