These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the D8 classification. (sorted by date) Credit Risk Modeling with Delayed Information
by Takanori Adachi of Hitotsubashi University,
Ryozo Miura of Hitotsubashi University, and
Hidetoshi Nakagawa of Hitotsubashi University
(236K PDF) -- 23 pages -- May 3, 2012 Analyzing Systemic Risk with Financial Networks: An application during a financial crash
by Saltoglu Burak of the Bogazici University, and
Yenilmez Taylan of the Tinbergen Institute
(535K PDF) -- 34 pages -- November 14, 2010 Insider Trading in Credit Derivatives
by Viral V. Acharya of the London Business School, and
Timothy C. Johnson of the London Business School
(299K PDF) -- 45 pages -- September 2005 From Fault Tree to Credit Risk Assessment: A Case Study
by Hayette Gatfaoui of the University of Technology, Sydney
(394K PDF) -- 32 pages -- September 2004 From Fault Tree to Credit Risk Assessment: An Empirical Attempt
by Hayette Gatfaoui of the University Paris I - Panthéon-Sorbonne
(322K PDF) -- 23 pages -- June 2003
[Home] [JEL Classification] | 
