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DateTitle Authors
2006 Modeling Portfolio Defaults using Hidden Markov Models with CovariatesBanachewicz, Konrad / van der Vaart, Aad / Lucas, André
2004 Financial Risks, Bankruptcy Probabilities, and the Investment Behaviour of EnterprisesKirchesch, Kai
2010 Idiosyncratic coskewness and equity return anomaliesChabi-Yo, Fousseni / Yang, Jun
2008 Non-linearities, model uncertainty, and macro stress testingMisina, Miroslav / Tessier, David
2007 Firms dynamics, bankruptcy laws and total factor productivityTomura, Hajime
2010 The impact of liquidity on bank profitabilityBordeleau, Etienne / Graham, Christopher
2005 Quadratic models for portfolio credit risk with shot-noise effectsGaspar, Raquel M. / Schmidt, Thorsten
2013 An equilibrium model of credit rating agenciesHolden, Steinar / Natvik, Gisle James / Vigier, Adrien
2005 Correlation between intensity and recovery in credit risk modelsGaspar, Raquel M. / Slinko, Irina
2001 Prices, margins and liquidity constraints: Swedish newspapers 1990 - 1996Asplund, Marcus / Eriksson, Rickard / Strand, Niklas

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