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Switching costs and adverse selection in the market for credit cards: New evidence

, , and . Journal of Banking & Finance, 30 (6): 1653--1685 (June 2006)

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Nested Simulation in Portfolio Risk Measurement., and . Manag. Sci., 56 (10): 1833-1848 (2010)A comparative anatomy of credit risk models. Journal of Banking & Finance, 24 (1-2): 119--149 (January 2000)Finite-Dimensional Distributions of a Square-Root Diffusion.. J. Appl. Probab., 51 (4): 930-942 (2014)Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models., and . Manag. Sci., 58 (3): 476-492 (2012)Granularity adjustment for mark-to-market credit risk models, and . Journal of Banking & Finance, 36 (7): 1896--1910 (July 2012)A risk-factor model foundation for ratings-based bank capital rules. Journal of Financial Intermediation, 12 (3): 199--232 (July 2003)Granularity adjustment for regulatory capital assessment, and . International Journal of Central Banking, (2013)Saddlepoint approximation of CreditRisk+. Journal of Banking & Finance, 26 (7): 1335--1353 (July 2002)Switching costs and adverse selection in the market for credit cards: New evidence, , and . Journal of Banking & Finance, 30 (6): 1653--1685 (June 2006)Efficient simulation for risk measurement in portfolio of CDOS., and . WSC, page 749-756. IEEE Computer Society, (2006)