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JEL Classification C23
"Univariate: Models with Panel Data"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C23 classification.     (sorted by date)

Dynamic Implied Correlation Modeling and Forecasting in Structured Finance
by Sebastian Löhr of Leibniz University of Hannover,
Olga Mursajew of Leibniz University of Hannover,
Daniel Rösch of Leibniz University of Hannover, and
Harald Scheule of University of Technology, Sydney
(215K PDF) -- 23 pages -- June 28, 2012

Volatility, Correlation and Tails for Systemic Risk Measurement
by Christian T. Brownlees of the New York University, and
Robert Engle of the New York University
(1,069K PDF) -- 37 pages -- June 2011

Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis
by Jens Dick-Nielsen of Copenhagen Business School,
Peter Feldhütter of London Business School, and
David Lando of Copenhagen Business School
(638K PDF) -- 61 pages -- March 15, 2011

Simple Formulas for Standard Errors that Cluster by Both Firm and Time
by Samuel B. Thompson of the Arrowstreet Capital L.P.
(275K PDF) -- 25 pages -- May 12, 2009

Feng, Dingan, Christian Gourieroux, Joann Jasiak, "The Ordered Qualitative Model for Credit Rating Transitions", Journal of Empirical Finance, Vol. 15, No. 1, (January 2008), pp. 111-130.

Dependent Credit Migrations
by Jonathan Wendin of ETH Zürich, and
Alexander J. McNeil of ETH Zürich
(261K PDF) -- 25 pages -- July 2006

Estimating Probabilities of Default for German Savings Banks and Credit Cooperatives
by Daniel Porath of the University of Applied Sciences at Mainz
(371K PDF) -- 20 pages -- July 2006

Corporate Credit Risk Modeling and the Macroeconomy
by Kenneth Carling of IFAU and Dalarna University,
Tor Jacobson of Riksbank,
Jesper Lindé of Riksbank, and
Kasper Roszbach Riksbank
(531K PDF) -- 29 pages -- April 5, 2006

Gagliardini, Patrick, Christian S. Gouriéroux, "Migration Correlation: Definition and efficient estimation", Journal of Banking & Finance, Vol. 29, No. 4, (April 2005), pp. 865-894.

Forecasting Credit Portfolio Risk
by Alfred Hamerle of the Universität Regensburg,
Thilo Liebig of Deutsche Bundesbank, and
Harald Scheule of the Universität Regensburg
(335K PDF) -- 44 pages -- February 2004

Pricing the Risk of Default: Are Bonds Enough?
by Daniel Gomez of the University of Lausanne, and
Boris Nikolov of the University of Lausanne
(467K PDF) -- 71 pages -- October 19, 2003

A Comparison of Bond Pricing Models in the Pricing of Credit Risk
by Miikka Taurén a PhD candidate at Indiana University
(473K PDF) -- 53 pages -- March 10, 1999

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