The Journal of Credit Risk

The value of non-financial information in SME risk management

Edward I. Altman, Gabriele Sabato · 2010 · 293 citations

Business, Finance, Risk Management +16

Bond prices, default probabilities and risk premiums

John Hull, Mirela Predescu, Alan White · 2005 · 149 citations

Business, Economics, Finance +17

Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs

Christoph Burgard, Mats Kjaer · 2011 · 134 citations

Business, Economics, Finance +14

A fifty-year retrospective on credit risk models, the Altman Z -score family of models and their applications to financial markets and managerial strategies

Edward I. Altman · 2018 · 121 citations

Business, Economics, Finance +17

Extensions to the Gaussian copula: random recovery and random factor loadings

Leif B. G. Andersen, Jakob Sidenius · 2005 · 93 citations · Full text

Business, Economics, Finance +17