DefaultRisk.com the web's biggest credit risk modeling resource.

Home Store Glossary Links Site Guide Search
JEL H60


Submit Your Paper

Post Your Résumé

For Recruiters

Today's Featured Book

The Handbook of Credit Portfolio Management
The Handbook of Credit Portfolio Management

by Greg N. Gregoriou, Christian Hoppe, McGraw-Hill,
September 22, 2008, Hardcover, 504 pages

Fitch Quantitative Financial Research (QFR)
Training Discounted for DefaultRisk.com visitors only:

The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
by Philipp J. Schönbucher,
WBS Training, August 2003, DVD / Interactive CD-ROM
Sponsor:
Shop at Amazon.com and support DefaultRisk.com

In Rememberance: World Trade Center (WTC)

JEL Classification H60
"General: National Budget, Deficit, and Debt"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the H60 classification.     (sorted by date)

Reverse Engineering Banks Financial Strength Ratings Using Logical Analysis of Data
by Peter L. Hammer of Rutgers University,
Alexander Kogan of Rutgers University, and
Miguel A. Lejeune of Carnegie Mellon University
(375K PDF) -- 31 pages -- January 2007

[Home] [JEL Classification]

Support DefaultRisk.com by shopping at Amazon.com

 

 

Home ]

Please contact me with problems or suggestions.
Copyright © 2000-2008 DefaultRisk.com
Last modified: October 05, 2008