Items where Division is "Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch)" and Year is 2020
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Betz, Jennifer and Krueger, Steffen and Kellner, Ralf and Roesch, Daniel (2020) Macroeconomic effects and frailties in the resolution of non-performing loans. JOURNAL OF BANKING & FINANCE, 112: 105212. ISSN 0378-4266, 1872-6372
Buechel, Patrick and Kratochwil, Michael and Roesch, Daniel (2020) Computing valuation adjustments for counterparty credit risk using a modified supervisory approach. REVIEW OF DERIVATIVES RESEARCH, 23 (3). pp. 273-322. ISSN 1380-6645, 1573-7144
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Do, Hung Xuan and Roesch, Daniel and Scheule, Harald (2020) Liquidity Constraints, Home Equity and Residential Mortgage Losses. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 61 (2). pp. 208-246. ISSN 0895-5638, 1573-045X
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Jobst, Rainer and Kellner, Ralf and Roesch, Daniel (2020) Bayesian loss given default estimation for European sovereign bonds. INTERNATIONAL JOURNAL OF FORECASTING, 36 (3). pp. 1073-1091. ISSN 0169-2070, 1872-8200

