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DateTitle Authors
2009 Default Rates in the Loan Market for SMEs: Evidence from SlovakiaFidrmuc, Jarko / Hainz, Christa
2011 Modelling Rating TransitionsWeißbach, Rafael / Mollenhauer, Thomas
2011 Improvements in rating models for the German corporate sectorFörstemann, Till
2011 Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue?von Furstenberg, George M.
2004 Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit ExposuresDüllmann, Klaus / Trapp, Monika
2005 Time series properties of a rating system based on financial ratiosKrüger, Ulrich / Stötzel, Martin / Trück, Stefan
2006 The stability of efficiency rankings when risk-preferences and objectives are differentKoetter, Michael
2006 Money market derivatives and the allocation of liquidity risk in the banking sectorHakenes, Hendrik / Fecht, Falko
2007 Creditor concentration: an empirical investigationOngena, Steven / Tümer-Alkan, Günseli / von Westernhagen, Natalja
2007 Estimating probabilities of default with support vector machinesHärdle, Wolfgang Karl / Moro, Rouslan A. / Schäfer, Dorothea

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