- Text mining on sector analysis
- Dynamic forward default intensity curves
- Systemic risk of central SIFIs
- The integration of credit default swaps markets: An investigation of common stochastic trends
- What derives the bond portfolio Value-at-Risk: Information roles of macroeconomic and financial stress factors
- Copula-based factor model for credit risk analysis
- Stochastic recovery rate analysis: Copula-based multifactor model
- Financial analysts herding: an examination by text mining
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