Research output per year
Research output per year
Project Details
| Status | Finished |
|---|---|
| Effective start/end date | 1/03/06 → 30/11/09 |
Funding
- EPSRC: £173,265.00
Fingerprint
Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.
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Retail Credit Stress Testing Using a Discrete Hazard Model with Macroeconomic Factors
Bellotti, T. & Crook, J., 2013, In: Journal of the Operational Research Society. 65, 3, p. 340–350Research output: Contribution to journal › Article › peer-review
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Loss given default models incorporating macroeconomic variables for credit cards
Crook, J. & Bellotti, T., Jan 2012, In: International Journal of Forecasting. 28, 1, p. 171-182 12 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Asset Correlations for credit card defaults
Crook, J. & Bellotti, T., 2012, In: Applied Financial Economics. 22, 2, p. 87 95 p.Research output: Contribution to journal › Article › peer-review
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