Forecasting of Credit Migration Considering Correlation between Business and Credit Cycles

SSRN Electronic Journal ◽

10.2139/ssrn.2132627 ◽

2012 ◽

Cited By ~ 1

Author(s):

Masayasu Kanno

Keyword(s):

Credit Cycles ◽

Credit Migration

Download Full-text

House price fluctuations in the context of credit cycles: European perspective

10.15396/eres2017_254 ◽

2017 ◽

Author(s):

Konrad Zelazowski ◽

Karolina Czechowska

Keyword(s):

House Price ◽

European Perspective ◽

Price Fluctuations ◽

Credit Cycles

Download Full-text

Credit Cycles in Countries in the MENA Region: Do They Exist? Do They Matter?

10.1596/1813-9450-9062 ◽

2019 ◽

Author(s):

Leila Aghabarari ◽

Ahmed Rostom

Keyword(s):

Mena Region ◽

Credit Cycles

Download Full-text

Credit migration risk modeling

The Journal of Credit Risk ◽

10.21314/jcr.2010.104 ◽

2010 ◽

Vol 6 (1) ◽

pp. 3-30 ◽

Cited By ~ 2

Author(s):

Andreas Andersson ◽

Paolo Vanini

Keyword(s):

Risk Modeling ◽

Credit Migration

Download Full-text

Credit Migration Derivatives - Implementation, Calibration and Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.1406087 ◽

2008 ◽

Author(s):

Andreas Andersson

Keyword(s):

Credit Migration

Download Full-text

A Robust Prediction of Corporate Credit Migration

SSRN Electronic Journal ◽

10.2139/ssrn.1493362 ◽

2009 ◽

Author(s):

Taehan Bae ◽

Reginald J. Kulperger

Keyword(s):

Corporate Credit ◽

Credit Migration ◽

Robust Prediction

Download Full-text

Credit Migration in Residential Mortgages: Fico Drift as a Prelude to Loan Performance

SSRN Electronic Journal ◽

10.2139/ssrn.1561988 ◽

2010 ◽

Author(s):

Brent C Smith

Keyword(s):

Residential Mortgages ◽

Credit Migration

Download Full-text

A Rating Migration Model for Loan Loss Provisions and Credit Cycles

SSRN Electronic Journal ◽

10.2139/ssrn.2187515 ◽

2012 ◽

Author(s):

David Gruenberger

Keyword(s):

Loan Loss ◽

Migration Model ◽

Credit Cycles ◽

Loan Loss Provisions

Download Full-text

(Analysis of Foreign Experience of Econometric Estimation of Credit Cycles)

SSRN Electronic Journal ◽

10.2139/ssrn.2444165 ◽

2014 ◽

Author(s):

D. A. Knyazev ◽

Maria Kazakova

Keyword(s):

Econometric Estimation ◽

Foreign Experience ◽

Credit Cycles

Download Full-text

Can Time‐Varying Risk Premia and Household Heterogeneity Explain Credit Cycles?

SSRN Electronic Journal ◽

10.2139/ssrn.3709547 ◽

2020 ◽

Author(s):

Mohammad Ghaderi

Keyword(s):

Risk Premia ◽

Time Varying ◽

Credit Cycles ◽

Household Heterogeneity

Download Full-text

Corrigendum: Diagnostic Expectations and Credit Cycles

The Journal of Finance ◽

10.1111/jofi.13060 ◽

2021 ◽

Vol 76 (4) ◽

pp. 2077-2077

Keyword(s):

Credit Cycles

Download Full-text