Access Statistics for Michael Gordy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparative anatomy of credit risk models 0 0 0 1,640 0 1 5 3,539
A generalization of generalized beta distributions 0 0 0 802 0 0 5 4,247
A risk-factor model foundation for ratings-based bank capital rules 0 1 3 2,127 1 3 9 4,145
Bayesian Estimation of Time-Changed Default Intensity Models 0 0 0 28 0 0 1 57
Computationally Convenient Distributional Assumptions for Common Value Auctions 0 0 0 2 0 0 1 14
Computationally convenient distributional assumptions for common value auctions 0 1 2 232 0 1 2 794
Constant proportion debt obligations: a post-mortem analysis of rating models 0 0 0 48 0 0 1 189
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market 0 0 1 39 1 1 2 109
Credit VAR and risk-bucket capital rules: a reconciliation 0 0 0 0 0 0 1 75
Estimation of a Markov Model of Loan Seasoning with Aggregated Performance Data 0 0 0 187 0 0 0 592
Expectations of functions of stochastic time with application to credit risk modeling 0 0 0 32 0 0 1 74
Granularity adjustment for Basel II 1 6 15 1,455 4 26 53 3,955
Granularity adjustment for mark-to-market credit risk models 0 0 1 88 0 0 1 199
Hedging Winner's Curse with Multiple Bids: Evidence from the Portuguese Treasury Bill Auction 0 0 0 252 0 0 0 1,306
Multiple Bids in a Multiple-Unit Common Value Auction 0 0 1 200 0 0 9 571
Nested simulation in portfolio risk measurement 0 0 0 110 0 0 1 326
On the distribution of a discrete sample path of a square-root diffusion 0 0 0 7 0 1 2 55
Spectral Backtests of Forecast Distributions with Application to Risk Management 0 0 0 15 0 1 4 47
Spectral backtests of forecast distributions with application to risk management 0 0 1 52 0 1 3 52
Spectral backtests unbounded and folded 0 0 12 12 0 0 13 13
Switching costs and adverse selection in the market for credit cards: new evidence 1 1 1 402 1 1 4 1,507
The Bank as Grim Reaper: Debt Composition and Bankruptcy Thresholds 0 0 1 19 0 0 3 97
The bank as grim reaper: debt composition and recoveries on defaulted debt 0 0 0 0 0 0 1 62
Total Working Papers 2 9 38 7,749 7 36 122 22,025

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparative anatomy of credit risk models 0 0 7 1,034 0 4 23 2,116
A risk-factor model foundation for ratings-based bank capital rules 3 9 31 935 7 21 83 2,005
Computationally Convenient Distributional Assumptions for Common-Value Auctions 0 0 0 42 0 0 0 182
Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models 0 0 0 2 0 1 1 85
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market 0 0 3 3 2 5 12 14
EXPECTATIONS OF FUNCTIONS OF STOCHASTIC TIME WITH APPLICATION TO CREDIT RISK MODELING 0 0 0 5 0 0 0 34
Granularity Adjustment for Regulatory Capital Assessment 3 4 13 160 9 14 45 618
Granularity adjustment for mark-to-market credit risk models 0 0 1 56 1 5 10 284
Hedging Winner'S Curse With Multiple Bids: Evidence From The Portuguese Treasury Bill Auction 0 0 0 87 1 1 2 334
Nested Simulation in Portfolio Risk Measurement 0 0 1 9 0 0 2 73
Procyclicality in Basel II: Can we treat the disease without killing the patient? 0 0 1 704 1 2 14 1,781
Saddlepoint approximation of CreditRisk+ 0 0 5 727 0 0 9 1,212
Special Issue: Monitoring Systemic Risk: Data, Models and Metrics 0 0 0 4 0 0 2 21
Spectral backtests of forecast distributions with application to risk management 0 0 0 13 1 1 3 57
Switching costs and adverse selection in the market for credit cards: New evidence 0 0 2 82 0 1 6 348
The bank as Grim Reaper: Debt composition and bankruptcy thresholds 0 0 0 8 0 1 1 32
Total Journal Articles 6 13 64 3,871 22 56 213 9,196

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Small-Sample Estimation of Models of Portfolio Credit Risk 1 2 7 28 1 2 11 45
Total Chapters 1 2 7 28 1 2 11 45

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
GA.M: A Matlab routine for function maximization using a Genetic Algorithm 0 2 14 10,524 0 5 31 26,846
MATLAB/C code for GIG and BNLG common value auction specifications 0 1 3 1,673 1 3 10 5,712
Total Software Items 0 3 17 12,197 1 8 41 32,558

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05