Adjustable-rate mortgages in the era of global reflation: How to model additional default risk? [PDF]
Banai Á, Berlinger E, Dömötör B.
europepmc +1 more source
Advancing financial resilience: A systematic review of default prediction models and future directions in credit risk management. [PDF]
Alvi J, Arif I, Nizam K.
europepmc +1 more source
Sovereign Debt and Credit Default Swaps
Gaston Chaumont +3 more
openaire +1 more source
Credit risk contagion of supply chain finance: An empirical analysis of supply chain listed companies. [PDF]
Geng X, Han B, Yang D, Zhao J.
europepmc +1 more source
From financial lock-in to resilience reconstruction: Climate risk, internal capital markets and organizational resilience of high-carbon enterprises. [PDF]
Wang N, Wang F, Li Y, Yuan Y.
europepmc +1 more source
Memory-Driven Dynamics: A Fractional Fisher Information Approach to Economic Interdependencies. [PDF]
Batrancea LM +4 more
europepmc +1 more source
A tutorial for estimating Bayesian hierarchical mixture models for visual working memory tasks: Introducing the Bayesian Measurement Modeling (bmm) package for R. [PDF]
Frischkorn GT, Popov V.
europepmc +1 more source
Euro area sovereign bond risk premia before and during the Covid-19 pandemic. [PDF]
Corradin S, Schwaab B.
europepmc +1 more source
Computing the impact of central clearing on systemic risk. [PDF]
Nowaczyk N, O'Halloran S.
europepmc +1 more source

