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2. Sovereign Default Forecasting in the Era of the COVID-19 Crisis. (2021). Kristof, Tamas.
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3. A general methodology to measure labour market dynamics. (2021). Tealdi, Cristina ; Fiaschi, Davide.
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6. Statistical inference for Markov chains with applications to credit risk. (2020). Fischer, Matthias ; Pfeuffer, Marius ; Mostel, Linda.
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7. A Markov Chain Analysis for Capitalization Dynamics in the Cryptocurrency Market. (2020). Drakos, Konstantinos ; Ballis, Antonis.
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8. The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study. (2020). Kuhn, Andre ; Grundke, Peter.
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9. Worker Flows and Occupations in the CPS 1976-2010: A Framework for Adjusting the Data. (2020). Ounnas, Alexandre.
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10. Credit Risk Migration and Economic Cycles. (2019). Sist, Federica ; Gabbi, Giampaolo ; Ferretti, Camilla ; Vozzella, Pietro ; Ganugi, Piero.
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11. Robust and Consistent Estimation of Generators in Credit Risk. (2017). Reis, Goncalo Dos ; Smith, Greig.
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12. A comparative study on the estimation of factor migration models. (2016). Cousin, Areski ; Kheliouen, Mohamed Reda .
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13. Choosing Markovian Credit Migration Matrices by Nonlinear Optimization. (2016). Werner, Ralf ; Hughes, Maximilian .
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14. A solution to the reversible embedding problem for finite Markov chains. (2016). Jia, Chen .
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15. Rating Trajectories and Credit Risk Migration: Evidence for SMEs. (2016). Gabbi, Giampaolo ; Ferretti, Camilla ; Vozzella, Pietro ; Ganugi, Piero .
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16. Hidden persistent disasters and asset prices. (2014). Suzuki, Masataka.
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17. A Duration Dependent Rating Migration Model: Real Data Application and Cost of Capital Estimation. (2014). di Giuseppe, Biase ; Manca, Raimondo ; Janssen, Jacques ; D'Amico, Guglielmo.
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18. Estimating the transition matrix of a Markov chain observed at random times. (2014). Barsotti, Flavia ; de Castro, Yohann ; Espinasse, Thibault ; Rochet, Paul .
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19. The effect of the number of states on the validity of credit ratings. (2014). Raischel, F. ; Lencastre, P. ; Lind, P. G..
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20. Are credit ratings time-homogeneous and Markov?. (2014). Raischel, Frank ; Rogers, Tim ; Lencastre, Pedro ; Lind, Pedro G..
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21. An EM algorithm for continuous-time bivariate Markov chains. (2013). Mark, Brian L. ; Ephraim, Yariv .
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22. IRC and CRM: Modelling Framework for the ‘Basel 2.5’ Risk Measures. (2013). Wilkens, Sascha ; Chorniy, Vladimir ; Brunac, Jeana Baptiste.
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23. Liquidity Risk, Credit Risk, Market Risk and Bank Capital. (2011). Varotto, Simone.
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24. Calculating incremental risk charges: The effect of the liquidity horizon. (2011). Skoglund, Jimmy ; Chen, Wei.
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25. Dynamic portfolio choice under ambiguity and regime switching mean returns. (2011). Liu, Hening.
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26. A reduced form model of default spreads with Markov-switching macroeconomic factors. (2011). Dionne, Georges ; Gauthier, Genevieve ; Maurice, Mathieu ; Hammami, Khemais ; Simonato, Jean-Guy.
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27. Arbitrage-free credit pricing using default probabilities and risk sensitivities. (2011). Blochlinger, Andreas.
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28. Analyzing the impact of credit migration in a portfolio setting. (2011). Levy, Amnon ; Wang, Yashan ; Tsaig, Yaakov .
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29. Dynamic portfolio choice under ambiguity and regime switching mean returns. (2011). Liu, Hening.
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30. Concave Distortion Semigroups. (2011). Cherny, Alexander ; Damir Filipovi'c, .
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31. Counterparty Risk Subject To ATE. (2010). Zhou, Richard .
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32. A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors. (2010). Dionne, Georges ; Gauthier, Genevieve ; Maurice, Mathieu ; Hammami, Khemais ; Simonato, Jean-Guy.
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33. Default Risk in Corporate Yield Spreads. (2010). Dionne, Georges ; Gauthier, Genevieve ; Maurice, Mathieu ; Hammami, Khemais ; Simonato, Jean-Guy.
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34. Forecasting credit migration matrices with business cycle effects—a model comparison. (2008). Truck, Stefan.
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35. An Assessment of the Internal Rating Based Approach in Basel II. (2008). Varotto, Simone.
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36. Bayesian inference for issuer heterogeneity in credit ratings migration. (2008). Kadam, Ashay ; Lenk, Peter.
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37. Tests on the Accuracy of Basel II. (2007). Varotto, Simone.
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38. Time series patterns in credit ratings. (2007). Parnes, Dror.
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39. Ratings-based credit risk modelling: An empirical analysis. (2007). Varotto, Simone ; Perraudin, William ; Nickell, Pamela.
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40. On sovereign credit migration: A study of alternative estimators and rating dynamics. (2007). Fuertes, Ana-Maria ; Kalotychou, Elena .
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41. Homogeneous semi-Markov reliability models for credit risk management*. (2006). Damico, Guglielmo ; Manca, Raimondo ; Janssen, Jacques.
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42. On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics. (2006). Fuertes, Ana-Maria ; Kalotychou, Elena .
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43. Implied migration rates from credit barrier models. (2006). Albanese, Claudio ; Chen, Oliver X..
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44. Estimating Continuous Time Transition Matrices From Discretely Observed Data. (2006). Inamura, Yasunari .
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45. A General Method for Dealing with Misclassification in Regression: The Misclassification SIMEX. (2006). Lesaffre, Emmanuel ; Mwalili, Samuel M. ; Kuchenhoff, Helmut .
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46. Default Risk in Corporate Yield Spreads. (2005). Simonato, Jean-Guy ; Dionne, Georges ; Gauthier, Genevieve ; Maurice, Mathieu ; Hammami, Khemais .
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47. Measurement, estimation and comparison of credit migration matrices. (2004). Schuermann, Til ; Jafry, Yusuf.
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48. Metrics for Comparing Credit Migration Matrices. (2003). Schuermann, Til ; Jafry, Yusuf.
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49. Measurement and Estimation of Credit Migration Matrices. (2003). Schuermann, Til ; Jafry, Yusuf.
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50. Belief-dependent Utilities, Aversion to State-Uncertainty and Asset Prices,”. (). Veronesi, Pietro.
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