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DateTitle Authors
2013 Estimating Implied Recovery Rates from the Term Structure of CDS SpreadsJaskowski, Marcin / McAleer, Michael
2011 Personal bankruptcy law, wealth and entrepreneurship: Theory and evidence from the introduction of a "fresh start"Fossen, Frank M.
2011 Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue?von Furstenberg, George M.
2006 Multiple lenders and corporate distress: Evidence on debt restructuringBrunner, Antje / Krahnen, Jan Pieter
2002 Why borrowers pay premiums to larger lenders: Empirical evidence from sovereign syndicated loansHallak, Issam
2008 Estimating asset correlations from stock prices or default rates: which method is superior?Düllmann, Klaus / Kunisch, Michael / Küll, Jonathan
2009 Stress testing German banks in a downturn in the automobile industryDüllmann, Klaus / Erdelmeier, Martin
2007 Estimating probabilities of default with support vector machinesHärdle, Wolfgang Karl / Moro, Rouslan A. / Schäfer, Dorothea
2004 Microeconomic Evidence of Creative Destruction in Industrial and Developing CountriesBartelsman, Eric J. / Haltiwanger, John / Scarpetta, Stefano
1998 Determinants of bank lending performanceEwert, Ralf / Schenk, Gerald

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