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2. Estimating Default and Recovery Rate Correlations. (2013). Witzany, Jiří.
   In: Working Papers IES.
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3. Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic. (2012). Vojtek, Martin ; Seidler, Jakub ; Konecny, Tomas ; Belyaev, Konstantin ; Belyaeva, Aelita .
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4. Macroeconomic Forecasting: Methods, Accuracy and Coordination. (2012). Babecký, Jan ; Arnostova, Katerina ; Barunik, Jozef ; Filacek, Jan ; Novotny, Filip ; Havrlant, David ; Saxa, Branislav ; Horvath, Roman ; Toth, Peter ; Franta, Michal ; Ruzicka, Lubos ; Smidkova, Katerina.
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5. Macro-Financial Linkages: Theory and Applications. (2011). Komarek, Lubos ; Pang, KE ; Babecky, Jan ; Mateju, Jakub ; Derviz, Alexis ; Prelcova, Zuzana ; Bicakova, Alena ; Komarkova, Zlatuse ; Havranek, Tomas ; Horvath, Roman ; Pasalicova, Renata ; Siklos, Pierre.
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6. CNB Economic Research Bulletin: Wage Adjustment in Europe. (2010). Galuscak, Kamil ; Babecký, Jan ; Dybczak, Kamil ; Kosma, Theodora ; Messina, Julian ; Room, Tairi ; Babecky, Jan ; Smets, Frank ; Nicolitsas, Daphne ; du Caju, Philip ; Strzelecki, Pawel ; Vodopivec, Matija ; Keeney, Mary ; Lawless, Martina.
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1. A copula-based approach to portfolio credit risk modeling. (2013). Bologov, Yaroslav .
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2. The Procyclical Effects of Bank Capital Regulation. (2012). Suarez, Javier ; Repullo, Rafael.
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4. Next Generation Balance Sheet Stress Testing. (2011). Schmieder, Christian ; Hasan, Maher ; Puhr, Claus.
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5. Securitization Rating Performance and Agency Incentives. (2011). Scheule, Harald ; Roesch, Daniel.
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6. Recovery Rates in investment-grade pools of credit assets: A large deviations analysis. (2011). Sowers, Richard B. ; Spiliopoulos, Konstantinos.
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7. Financial Frictions and Monetary Transmission Strength: A Cross-Country Analysis. (2010). Honig, Adam ; Brady, Ryan ; Aysun, Uluc.
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8. An econometric model to quantify benchmark downturn LGD on residential mortgages. (2010). Morone, Marco ; Cornaglia, Anna.
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9. Liquidity Risk of Corporate Bond Returns: A Conditional Approach. (2010). Amihud, Yakov ; Acharya, Viral ; BHARATH, SREEDHAR T..
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10. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure. (2010). Chen, Hui.
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11. An empirical analysis of alternative recovery risk models and implied recovery rates. (2010). Zhang, Frank.
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12. The Role of Market-Implied Severity Modeling for Credit VaR. (2010). Alvarez, Susana ; Baixauli, Samuel J..
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13. Who Pulls the Plug? Theory and Evidence on Corporate Bankruptcy Decisions. (2009). Zhang, Zhipeng.
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14. Recovery Rates and Macroeconomic Conditions: The Role of Loan Covenants. (2009). Zhang, Zhipeng.
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15. Levy Density Based Intensity Modeling of the Correlation Smile. (2009). Balakrishna, B S.
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16. Basel II Capital Requirements, Firms Heterogeneity, and the Business Cycle. (2009). Drumond, Ines ; Jorge, Jose.
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17. Credit Spread Changes within Switching Regimes. (2009). Dionne, Georges ; Franois, Pascal ; Maalaoui, Olfa .
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18. CDO and HAC. (2009). Okhrin, Ostap ; Härdle, Wolfgang ; Choros-Tomczyk, Barbara ; Hardle, Wolfgang.
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19. The Empirical Relation between Credit Quality, Recovery, and Correlation. (2009). Scheule, Harald ; Rosch, Daniel.
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20. The Empirical Relation between Credit Quality, Recovery and Correlation. (2009). Scheule, Harald ; Rosch, Daniel.
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21. Mitigating the Procyclicality of Basel II. (2009). Trucharte, Carlos ; Saurina, Jesús ; Repullo, Rafael.
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22. Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?. (2009). Saurina, Jesús ; Peydro, Jose-Luis ; Ongena, Steven ; Jimenez, Gabriel.
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23. A Guide to Modeling Credit Term Structures. (2009). Berd, Arthur M..
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24. Market conditions, default risk and credit spreads. (2008). yan, hong ; Tang, Dragon Yongjun.
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25. Credit portfolio risk and asset price cycles. (2008). Summer, Martin ; Rheinberger, Klaus.
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26. Credit Risk Management. (2008). Fantazzini, Dean.
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27. Bank Capital Requirements, Business Cycle Fluctuations and the Basel Accords: A Synthesis. (2008). Drumond, Ines.
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28. Measuring bank capital requirements through Dynamic Factor analysis. (2008). cipollini, andrea ; Missaglia, Giuseppe.
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29. Distressed debt prices and recovery rate estimation. (2008). Jarrow, Robert ; Guo, Xin ; Lin, Haizhi .
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30. The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans. (2008). Caselli, Stefano ; Gatti, Stefano ; Querci, Francesca.
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31. Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans. (2008). Scheule, Harald ; Rosch, Daniel.
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32. The Procyclical Effects of Basel II. (2008). Suarez, Javier ; Repullo, Rafael.
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33. Fiscal Policy and the Banking System in Italy. Have Taxes, Public Spending and Banks been Procyclical in the Long-Run?. (2008). Ricciuti, Roberto ; Piluso, Giandomenico.
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34. Price Calibration of basket default swap: Evidence from Japanese market. (2007). Naifar, Nader ; Nader, Naifar ; Fathi, Abid.
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35. An empirical study of corporate bond pricing with unobserved capital structure dynamics.. (2007). Maclachlan, Iain C.
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36. An Assessment of Basel II Procyclicality in Mortgage Portfolios. (2007). Trucharte, Carlos ; Saurina, Jesús.
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37. Basel II: Correlation Related Issues. (2007). Das, Sanjiv.
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38. Asset liquidity, debt valuation and credit risk. (2007). Cohen-Cole, Ethan.
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39. Macroeconomic Environment and Credit Risk (in English). (2007). Jakubík, Petr ; JAKUBK, Petr.
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40. Credit Risk and the Finnish Economy. (2007). Jakubík, Petr.
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41. An assessment of Basel II procyclicality in mortgage portfolios. (2007). Trucharte, Carlos ; Saurina, Jesús.
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42. Are longer bankruptcies really more costly?. (2006). Covitz, Daniel M. ; Wilson, Beth Anne.
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43. Recovery Rates, Default Probabilities and the Credit Cycle. (2006). Bruche, Max ; Gonzalezaguado, Carlos .
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44. Credit Risk Models IV: Understanding and Pricing CDOs. (2006). Elizalde, Abel.
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45. Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis. (2005). cipollini, andrea ; Missaglia, Giuseppe.
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46. The Risk-Adjusted Cost of Financial Distress. (2005). PHILIPPON, Thomas ; Almeida, Heitor.
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47. Deposit Insurance and Risk Management of the U.S. Banking System: What is the Loss Distribution Faced by the FDIC?. (2005). Schuermann, Til ; Weiner, Scott ; Kuritzkes, Andrew.
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48. A no-arbitrage analysis of economic determinants of the credit spread term structure. (2005). Wu, Liuren ; Zhang, Frank Xiaoling .
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49. The role of ratings in structured finance: issues and implications. (2005). Bank for International Settlements, .
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50. Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures. (2004). Trapp, Monika ; Dullmann, Klaus .
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