| . |
Jacobson, Tor's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
5,770 |
Total
Citations
65 |
|
|
|
|
|
1.
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Lindé, Jesper
Sveriges Riksbank - Research Division Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division
|
|
2,138
(2,572)
|
11
|
|
| |
|
| |
Internal ratings, credit risk, Value-at-Risk, banks, Basel II, retail credit, SME, risk weights
|
|
|
2.
|
|
Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks' Risk Classification Policies
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Jacobson, Tor
Sveriges Riksbank - Research Division Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division Lindé, Jesper
Sveriges Riksbank - Research Division
|
|
Posted:
|
|
30 Aug 05
|
|
Last Revised:
|
|
24 Aug 06
|
|
1,203
(6,864)
|
16
|
|
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division Lindé, Jesper
Sveriges Riksbank - Research Division
|
|
439
|
16
|
|
| |
|
| |
Internal ratings, rating systems, credit risk, tails, Value-at-Risk, banks, Basel II
|
|
|
|
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Lindé, Jesper
Sveriges Riksbank - Research Division Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division
|
|
764
|
16
|
|
| |
|
| |
Internal ratings, credit risk, tails, Value-at-Risk, banks, Basel II
|
|
|
|
|
|
3.
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Carling, Kenneth
Uppsala University Lindé, Jesper
Sveriges Riksbank - Research Division Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division
|
|
955
(10,090)
|
11
|
|
| |
|
| |
Internal Ratings Based approach, relative risk weights, Value-at-Risk, credit risk models
|
|
|
4.
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Carling, Kenneth
Uppsala University Lindé, Jesper
Sveriges Riksbank - Research Division Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division
|
|
723
(15,445)
|
17
|
|
| |
|
| |
Firm default, default risk, credit risk, corporate loans, duration model, survival, macroeconomy
|
|
|
5.
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Lindé, Jesper
Sveriges Riksbank - Research Division Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division
|
|
334
(42,954)
|
1
|
|
| |
|
| |
IRB, Basel II, internal ratings, loan portfolio, credit risk, macroeconomic development
|
|
|
6.
|
|
Firm Default and Aggregate Fluctuations
|
Show Abstracts |
Hide Abstracts |
Versions (5)
|
hide multiple versions |
Export Bibliographic Info |
|
Jacobson, Tor
Sveriges Riksbank - Research Division Kindell, Rikard
Handelsbanken Lindé, Jesper
Sveriges Riksbank - Research Division Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division
|
|
Posted:
|
|
13 Aug 08
|
|
Last Revised:
|
|
22 Sep 11
|
|
216
(69,897)
|
7
|
|
|
|
|
Linde, Jesper
Federal Reserve Board Jacobson, Tor
Sveriges Riksbank - Research Division
|
|
19
|
5
|
|
| |
|
| |
Default, default-risk model, business cycles, aggregate fluctuations, micro-data, logit, firm-specific variables, macroeconomic variables
|
|
|
|
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Linde, Jesper
Federal Reserve Board Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division
|
| Posted: |
|
12 Oct 09
|
|
Last Revised:
|
|
07 Jul 11
|
|
58
|
7
|
|
| |
|
| |
default, default-risk model, business cycles, aggregate fluctuations, micro-data, logit, firm-specific variables, macroeconomic variables
|
|
|
|
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Kindell, Rikard
Handelsbanken Linde, Jesper
Federal Reserve Board Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division
|
|
8
|
7
|
|
| |
|
| |
Business cycles, Default, Default-risk model, Logit model, Macroeconomic variables, Micro-data
|
|
|
|
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Kindell, Rikard
Handelsbanken Lindé, Jesper
Sveriges Riksbank - Research Division Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division
|
|
40
|
7
|
|
| |
|
| |
business cycles, default, default-risk model, logit model, macroeconomic variables and micro-data
|
|
|
|
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Kindell, Rikard
Handelsbanken Lindé, Jesper
Sveriges Riksbank - Research Division Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division
|
|
91
|
7
|
|
| |
|
| |
Default, default-risk model, business cycles, aggregate fluctuations, microdata, logit, firm-specific variables, macroeconomic variables
|
|
|
|
|
|
7.
|
|
|
Giordani, Paolo
Sveriges Riksbank - Research Division Jacobson, Tor
Sveriges Riksbank - Research Division von Schedvin, Erik L.
Tilburg University Villani, Mattias
affiliation not provided to SSRN
|
|
99
(137,501)
|
|
|
| |
|
| |
bankruptcy risk model, micro-data, logistic spline regression, financial ratios
|
|
|
8.
|
|
Trade Credit and the Propagation of Corporate Failure: An Empirical Analysis
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Jacobson, Tor
Sveriges Riksbank - Research Division von Schedvin, Erik
Sveriges Riksbank
|
|
Posted:
|
|
20 Aug 12
|
|
Last Revised:
|
|
26 Feb 13
|
|
93
(143,394)
|
|
|
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division von Schedvin, Erik
Sveriges Riksbank
|
| Posted: |
|
17 Nov 12
|
|
Last Revised:
|
|
16 Jan 13
|
|
35
|
|
|
| |
|
| |
Trade credit, Credit chains, Bankruptcy, Contagion
|
|
|
|
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division von Schedvin, Erik
Sveriges Riksbank
|
| Posted: |
|
20 Aug 12
|
|
Last Revised:
|
|
26 Feb 13
|
|
58
|
|
|
| |
|
| |
trade credit, credit chains, bankruptcy, contagion
|
|
|
|
|
|
9.
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Lyhagen, Johan
Uppsala University - Department of Information Science Larsson, Rolf
Stockholm University Nessén, Marianne
Sveriges Riksbank - Research Division
|
|
9
(316,435)
|
2
|
|
| |
|
| |
|
|
|
10.
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Lindé, Jesper
Sveriges Riksbank - Research Division Roszbach, Kasper
Sveriges Riksbank (Bank of Sweden) - Research Division
|
|
|
|
|
| |
|
| |
Default risk models, business cycles, price stability, financial stability, financial and real interaction
|
|
|
11.
|
|
|
Jacobson, Tor
Sveriges Riksbank - Research Division Ohlsson, Henry
Uppsala University - Department of Economics
|
|
|
|
|
| |
|
| |
|
|
Records 1 -
11
of 11 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo6 in 0.438 seconds
|
