To shed some light on this part of the argument,
we present results from a simple...The basic idea is familiar and may be illustrated in the context of a...
the level of significance of the results is not improved when compared to the
simple..., with the level of significance only marginally changed when compared
to the...
asymptotical properties of the ICLS are clear and well documented for several simple...a part of the risk management process, financial institutions often construct...
of nonparametric and parametric approaches, but it is designed to do so
in a simple...can be incorporated in
future scenarios using different models, ranging from...
a general framework for securitisation and
creating a specific framework for simple...a general framework for securitisation and creating a specific framework for...
In the models, most studies employ a simple set of
explanatory variables, which...function of scale variable (GDP) and the cost of loans (interest rates), using...
