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2. Default Probabilities and the Credit Spread of Mexican Companies: The Modified Merton Model. (2023). Morales-Bauelos, Paula ; Fernandez-Anaya, Guillermo.
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3. Modeling of Bank Credit Risk Management Using the Cost Risk Model. (2021). Nehoda, Yuliia ; Drobyazko, Svetlana ; Berezovska, Lyudmyla ; Yanenkova, Iryna ; Zavhorodnii, Andrii.
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6. A common risk factor and the correlation between equity and corporate bond returns. (2020). Nyman, Rickard ; Tuckett, David ; Demirovic, Amer ; Kabiri, Ali.
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7. The housing market and the credit default swap premium in the UK banking sector: A VAR approach. (2018). Mallick, Sushanta ; Benbouzid, Nadia ; Pilbeam, Keith.
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9. An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg. (2017). Schumacher, Ingmar ; Giordana, Gastón.
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41. An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?. (2003). Stanton, Richard ; Wallace, Nancy E. ; Downing, Chris .
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42. A survey of cyclical effects in credit risk measurement model. (2003). Allen, Linda ; Saunders, Anthony.
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43. Valuation of Defaultable Bonds and Debt Restructuring. (2003). Dumitrescu, Ariadna.
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44. The Valuation of Corporate Liabilities: Theory and Tests. (2002). Ericsson, Jan ; Reneby, Joel.
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45. Interactions Between Market and Credit Risk: Modeling the Joint Dynamics of Default-Free and Defaultable Bond Term Structures. (2002). Walder, Roger .
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46. A structural model of corporate bond pricing with co-ordination failure. (2002). Bruche, Max.
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47. An Empirical Estimation in Credit Spread Indices. (2000). Scaillet, Olivier ; Prigent, Jean-Luc ; Renault, O..
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