haku: @indexterm DEFAULTS / yhteensä: 25
viitteet: 7-16 / 25
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7.
Improving bankruptcy prediction with Hidden Layer Learning Vector Quantization
European Accounting Review
2006 : VOL. 15:2, p. 253-271
 2006 Neves, J.C.
Vieira, A.
8.
The Jarrow/Turnbull default risk model: evidence from the German market
European Journal of Finance
2006 : FEB, VOL. 12:2, p. 107-135
 2006 Frühwirth, M.
Sögner, L.
9.
The score for credit
Risk
2004 : FEB, VOL. 17:2, p. 54-58
 2004 Sobehart, J.
Keenan, S.
10.
PD estimates for Basel II
Risk
2004 : APR, VOL. 17:4, p. 84-85
 2004 Balthazar, L.
11.
Incorporating collateral value uncertainty in loss given default estimates and loan-to-value ratios
European Financial Management
2003 : SEP, VOL. 9:3, p. 299-314
 2003 Jokivuolle, E.
Peura, S.
12.
Russia, Sovereign Default, Reputation and Access to Capital Markets
Europe-Asia Studies
2003 : JUN, VOL. 55:4, p. 521-552
 2003 Sinyagina-Woodruff, Y.
13.
Bond underwriting by banks and conflicts of interest: Evidence from Japan during the pre-war period
Journal of Banking and Finance
2002 : APR, VOL. 26:4, p. 767-794
 2002 Konishi, M.
14.
Maturity of hot new market faces its sternest test
Euromoney
2001 : DEC, 392, p. 34-42
 2001 Evans, N.
15.
The term structure of credit spreads with jump risk
Journal of Banking and Finance
2001 : NOV, VOL. 25:11, p. 2015-2040
 2001 Zhou, C.
16.
Crisis dynamics of implied default recovery ratios: evidence from Russia and Argentina
Journal of Banking and Finance
2001 : OCT, VOL. 25:10, p. 1921-1939
 2001 Merrick Jr., J.J.
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