Search CORE

112 research outputs found

Multi-Period Credit Default Prediction with Time-Varying Covariates

Author: &amp
A C Cameron
A C Davison
A Hamerle
A Hamerle
C A Field
D Duffie
D R Cox
D R�sch
D Y Lin
J F Lawless
J S Fons
J Y Campbell
K Carling
K M�nnasoo
N E Breslow
P Royston
R H Somers
R M Stein
S A Hillegeist
S Bennett
S Chava
S Ebn�ther
S Figlewski
S Hanson
T Jacobson
T Shumway
V Agarwal
W Orth
Walter Orth
Publication venue: 'Elsevier BV'
Publication date: 01/01/2011
Field of study

Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia

Author: &apos
A Hamerle
A Vernikov
C Borio
C Upper
Ch Schmieder
E Jokivuolle
European Banking
G Jim�nez
J Berkowitz
J W Van Den End
K Virolainen
M ?ih�k
M Boss
M Boss
M Drehmann
M Jones
P Jakub�k
P Jakub�k
Petr Jakubik
T C Wilson
T C Wilson
W Blaschke
World Imf
Zuzana Fungacova
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

Cyclicality in Losses on Bank Loans

Author: A Azzalini
A Azzalini
A Hamerle
A Pagan
A Shleifer
Bart F. Diris
Bart Keijsers
D Creal
D Duffie
D Duffie
E Altman
E Figure
E I References Altman
Erik Kole
J A Bastos
J A Hartigan
J Durbin
J Durbin
J Frye
J Grunert
J H Stock
J Windle
J Windle
K D�llmann
K Emery
L Allen
M B Gordy
M Bruche
M H Pesaran
M J Flannery
M Knaup
M Pykhtin
N G Polson
N G Polson
P Miu
R Calabrese
R Calabrese
R Calabrese
S Azizpour
S Fr�hwirth-Schnatter
S H�cht
S H�cht
S J Koopman
S J Koopman
S Watanabe
T Hartmann-Wendels
T Schuermann
V V Acharya
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

The Performance of Credit Rating Systems in the Assessment of Collateral Used in Eurosystem Monetary Policy Operations

Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macroeconomy

Author: ............................... . Lind�
................................... . Berg
..................................... . Orphanides
Alfred Hamerle
Arturo Estrella
Arturo Estrella
Arturo Estrella
C Kooperberg
David Cox
David Ness�n
Edward I Altman
Edward I Altman
Edward I Altman
Edward I Altman
Edward I Altman
Edward I Altman
Eurosystem Monetary Targeting
Gordy Michael
H Koyluoglu
Halina Frydman
Hans Dill�n
Harlan D Platt
Jesper Lindé
Kai Li
Kasper F. Roszbach
Kenneth Carling
Marcus Asplund
Mark Carey
Mark Carey
Mark Carey
Marshall E Blume
Michael B Gordy
Mikael Apel
Patricia Jackson
Paul Calem
Peter Englund
R J A Little
R J Gray
Robert Amano
Robert Merton
S E Fienberg
S W Lagakos
T Hastie
T Lancaster
Testing For The Lucas Critique
Thomas Wilson
Tor Jacobson
Tor Jacobson
Tor Jacobson
Tyler Shumway
W H�rdle
William Treacy
Yuji Honjo
Publication venue: 'Elsevier BV'
Publication date: 01/01/2002
Field of study

Arbitrage Pricing Theory und empirische Bestimmung von fundamentalen und makroökonomischen Risikofaktoren an Kapitalmärkten

Author: Hamerle A.
Publication venue
Publication date: 01/01/1996
Field of study

University of Regensburg Publication Server

Das Surrogatproblem bei der empirischen Validierung des CAPM

Author: Hamerle A.
Publication venue
Publication date: 01/01/1995
Field of study

University of Regensburg Publication Server

Market Proxy Inefficiency and Tests of Beta-Pricing Models based on the Cross-section of Returns

Author: Hamerle A.
Rösch D.
Publication venue
Publication date: 01/01/1998
Field of study

University of Regensburg Publication Server

Ineffizienz des Indexportefeuilles und Rendite-Risiko-Beziehung

Author: Hamerle A.
Rösch D.
Publication venue
Publication date: 01/01/1995
Field of study

University of Regensburg Publication Server

Über einen stochastischen Ansatz zur Lösung von Klassifikationsproblemen

Author: A. Hamerle
H. Pape
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

…

core

core