Author:
Garcia Cespedes Juan Carlos,de Juan Herrero Juan Antonio,Kreinin Alex,Rosen Dan
Publisher
Infopro Digital Services Limited
Subject
Economics and Econometrics,Finance
Cited by
34 articles.
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1. The generalized Vasicek credit risk model: A Machine Learning approach;Finance Research Letters;2022-06
2. Distribution of credit-risk concentration in particular sectors of the economy, and economic capital before and during the COVID-19 pandemic;Economic Change and Restructuring;2022-05-25
3. Credit risk measurement: Evidence of concentration risk in Polish banks’ credit exposures;Zbornik radova Ekonomskog fakulteta u Rijeci: časopis za ekonomsku teoriju i praksu/Proceedings of Rijeka Faculty of Economics: Journal of Economics and Business;2019-12-30
4. Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula;International Review of Financial Analysis;2019-11
5. Sectoral risk assessment with particular emphasis on export enterprises in Poland;Zbornik radova Ekonomskog fakulteta u Rijeci: časopis za ekonomsku teoriju i praksu/Proceedings of Rijeka Faculty of Economics: Journal of Economics and Business;2018-12-30