Jonathan N. Crook

University of Edinburgh - Business School

University of Edinburgh

29 Buccleuch Place

Edinburgh, Scotland EH8 9JS

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

523

SSRN CITATIONS
Rank 42,766

SSRN RANKINGS

Top 42,766

in Total Papers Citations

10

CROSSREF CITATIONS

7

Scholarly Papers (6)

1.

US and European Household Debt and Credit Constraints

Tinbergen Institute Discussion Paper No. 2007-087/3
Number of pages: 63 Posted: 04 Dec 2007
Jonathan N. Crook and Stefan Hochguertel
University of Edinburgh - Business School and VU University Amsterdam
Downloads 385 (97,361)
Citation 19

Abstract:

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debt and credit, borrowing constraints, permanent income, panel data, international comparison

2.

Confusion Between the CEO and Chairman: Empirical Evidence of Effects on Bank Risk and Performance

Number of pages: 36 Posted: 05 Feb 2019
University of Edinburgh - Business School, University of Edinburgh - Edinburgh Business School and University of Edinburgh - Business SchoolWorld Bank - Development Research Group (DECRG)
Downloads 57 (451,999)

Abstract:

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bank, risk, performance, ownership, simultaneous equations

3.

The Role of Private Knowledge in Reducing the Information Wedge: A Research Note

Number of pages: 19 Posted: 06 Feb 2005
Aoife Hanley and Jonathan N. Crook
Nottingham University Business School (NUBS) - Industrial Economics Division and University of Edinburgh - Business School
Downloads 29 (581,983)
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Abstract:

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4.

A New Methodology for Modelling Operational Risk using Skew t Copula and Bayesian Inference

Number of pages: 1 Posted: 06 Sep 2021
University of Edinburgh Business School, University of Edinburgh - Business School and Credit Research Centre, University of Edinburgh Business School
Downloads 27 (594,302)

Abstract:

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Risk analysis, Markov Chain Monte Carlo simulation, Multivariate skew t copula, Upper tail dependence, Operational risk

5.

Average Pay in Banks: Do Agency Problems and Bank Performance Matter?

Number of pages: 29 Posted: 12 Sep 2017
University of Edinburgh - Edinburgh Business School, University of Edinburgh - Business SchoolWorld Bank - Development Research Group (DECRG) and University of Edinburgh - Business School
Downloads 25 (607,343)

Abstract:

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Corporate Governance, Remuneration, Bank Performance, Agency Problems

6.

The Role of Web Browsing in Credit Risk Prediction

Posted: 06 Sep 2021
University of Edinburgh Business School, University of Edinburgh - Business School and University of Edinburgh - Business School

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Decision analysis, Risk management, Credit scoring, Survival analysis

Other Papers (2)

Total Downloads: 119
1.

Improving Model Predictive Accuracy Using a Bayesian Approach: Application to PD Modelling of Mortgage Loans

Number of pages: 47 Posted: 08 Nov 2019 Last Revised: 20 Apr 2020
Zheqi Wang, Jonathan N. Crook and Galina Andreeva
University of Edinburgh - Edinburgh Business School, University of Edinburgh - Business School and University of Edinburgh - Business School
Downloads 71 (579,258)

Abstract:

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Autoregressive time series, Bayesian analysis, Probability of default, Credit risk

2.

Macroeconomic Shocks on Model Parameters: Stress Testing Mortgage Loan Default Rate

Number of pages: 37 Posted: 29 Oct 2019 Last Revised: 20 Apr 2020
Zheqi Wang, Jonathan N. Crook and Galina Andreeva
University of Edinburgh - Edinburgh Business School, University of Edinburgh - Business School and University of Edinburgh - Business School
Downloads 48 (560,594)

Abstract:

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Stress testing, Financial crisis, Parameter instability, Coefficient uncertainty, Default rate