M. Malik
with Thomas · 2012
A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom M. Malik trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from M. Malik's perspective
Ordered by how strongly the researchers M. Malik trusts endorse each paper. Same corpus, a different order for every researcher.
- Stability of ratings transitions
- Analyzing rating transitions and rating drift with continuous observations
- Consumer Credit Models: Pricing, Profit and Portfolios
- Modeling the Effect of Macroeconomic Factors on Corporate Default and Credit Rating Transitions
- Common Failings: How Corporate Defaults are Correlated
- Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing
- Time will tell: behavioural scoring and the dynamics of consumer credit assessment
- Multi-Period Corporate Default Prediction With Stochastic Covariates
- Specification Analysis of Affine Term Structure Models
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
Their papers
- Transition Matrix Models of Consumer Credit Ratings (2012) — 58 citations