Working Papers

Time Varying and Dynamic Models for Default Risk in Consumer Loans

Year of publication: 2009

Author(s): Bellotti and Crook

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Working Papers

The Effects of Credit Constraints on the Sensitivity of Household Debt to Interest Rate Changes

Year of publication: 2009

Author(s): Crook and Hochguertel

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Working Papers

Modelling and estimating Loss Given Default for credit cards

Year of publication: 2008

Author(s): Bellotti and Crook

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Working Papers

Merton models or credit scoring: modelling default of a small business

Year of publication: 2007

Author(s): Andreeva, Ansell and Lin

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Working Papers

Twenty-five years of the Taffler z-score model: does it really have predictive ability?

Year of publication: 2007

Author(s): Agarwal and Taffler

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Working Papers

Support vector machines for credit scoring and discovery of significant features

Year of publication: 2007

Author(s): Bellotti and Crook

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Working Papers

Does financial distress risk drive the momentum anomaly?

Year of publication: 2007

Author(s): Agarwal and Taffler

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Working Papers

Comparing the performance of market-based and accounting-based bankruptcy prediction models

Year of publication: 2007

Author(s): Agarwal and Taffler

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Working Papers

Credit Scoring With Macroeconomic Variables Using Survival Analysis

Year of publication: 2007

Author(s): Bellotti and Crook

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Working Papers

Reject Inference, Augmentation, and Sample Selection

Year of publication: 2005

Author(s): Banasik and Crook

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