University of Edinburgh Business School
Latest from the CRC
Working Papers
Time Varying and Dynamic Models for Default Risk in Consumer Loans
Year of publication: 2009
Author(s): Bellotti and Crook
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
Working Papers
Modelling and estimating Loss Given Default for credit cards
Year of publication: 2008
Author(s): Bellotti and Crook
Working Papers
Comparing the performance of market-based and accounting-based bankruptcy prediction models
Year of publication: 2007
Author(s): Agarwal and Taffler
Working Papers
Credit Scoring With Macroeconomic Variables Using Survival Analysis
Year of publication: 2007
Author(s): Bellotti and Crook
Working Papers
Merton models or credit scoring: modelling default of a small business
Year of publication: 2007
Author(s): Andreeva, Ansell and Lin
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
Working Papers
Support vector machines for credit scoring and discovery of significant features
Year of publication: 2007
Author(s): Bellotti and Crook
Working Papers
Does financial distress risk drive the momentum anomaly?
Year of publication: 2007
Author(s): Agarwal and Taffler
Working Papers
Reject Inference, Augmentation, and Sample Selection
Year of publication: 2005
Author(s): Banasik and Crook