Bernd Hans Engelmann : Citation Profile

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Ho Chi Minh City Open University


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Books edited


   17 years (2003 - 2020). See details.
   Cites by year: 5
   Journals where Bernd Hans Engelmann has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 2 (1.96 %)


   Updated: 2022-06-25    RAS profile: 2021-03-08    
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Relations with other researchers

Works with:

Pham, Ha (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bernd Hans Engelmann.

Is cited by:

Tasche, Dirk (5)

Saurina, Jesús (5)

Lopez, Jose (3)

Trucharte, Carlos (3)

Jimenez, Gabriel (3)

Galil, Koresh (3)


Repullo, Rafael (2)

Härdle, Wolfgang (2)

Hampel, David (1)

Hafner, Christian (1)

Cites to:

Fengler, Matthias (6)

Suarez, Javier (5)

Peydro, Jose-Luis (3)

Härdle, Wolfgang (3)

Repullo, Rafael (3)

Altavilla, Carlo (3)

Zechner, Josef (2)

Boucinha, Miguel (2)

Abad, Jorge (2)

Saurina, Jesús (2)

Trucharte, Carlos (2)

Main data

Where Bernd Hans Engelmann has published?

Journals with more than one article published# docs

Recent works citing Bernd Hans Engelmann (2021 and 2020)

YearTitle of citing document
2020A weighted finite difference method for American and Barrier options in subdiffusive Black-Scholes Model. (2020). Magdziarz, Marcin ; Zanowski, Grzegorz Krzy. In: Papers. RePEc:arx:papers:2003.05358.

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2021Assessment of a failure prediction model in the energy sector: a multicriteria discrimination approach with Promethee based classification. (2021). Angilella, Silvia ; Pappalardo, Maria Rosaria. In: Papers. RePEc:arx:papers:2102.07656.

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2022Managers versus Machines: Do Algorithms Replicate Human Intuition in Credit Ratings?. (2022). Harding, Matthew. In: Papers. RePEc:arx:papers:2202.04218.

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2022Second-order accuracy metrics for scoring models and their practical use. (2022). Pomazanov, M V. In: Papers. RePEc:arx:papers:2204.07989.

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2021Do firms hedge in order to avoid financial distress costs? New empirical evidence using bank data. (2021). Posch, Peter N ; Kochling, Gerrit ; Hahnenstein, Lutz . In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:3-4:p:718-741.

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2020Bayesian loss given default estimation for European sovereign bonds. (2020). Rosch, Daniel ; Kellner, Ralf ; Jobst, Rainer . In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1073-1091.

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2020A semi-analytic valuation of American options under a two-state regime-switching economy. (2020). Lu, Xiaoping. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119316802.

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2020Phase transition in the Bayesian estimation of the default portfolio. (2020). Mori, Shintaro ; Hisakado, Masato. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:544:y:2020:i:c:s0378437119319430.

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2020Understanding the Exposure at Default Risk of Commercial Real Estate Construction and Land Development Loans. (2020). Murphy, Anthony ; Luo, Shan. In: Working Papers. RePEc:fip:feddwp:87677.

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2020Does Leverage Predict Delinquency in Consumer Lending? Evidence from Peru. (2020). Cuba, Walter. In: IHEID Working Papers. RePEc:gii:giihei:heidwp05-2020.

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2020Static Hedges of Barrier Options Under Fast Mean-Reverting Stochastic Volatility. (2020). Ma, Yong-Ki ; Jeon, Jaegi ; Huh, Jeonggyu. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-019-09883-1.

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2021Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy: the case of Zimbabwe. (2021). Gumbo, Victor ; Chikodza, Eriyoti ; Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00071-w.

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2021IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach. (2021). Borzykh, Dmitriy ; Penikas, Henry. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:4:d:10.1057_s41283-021-00079-2.

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2020Bankruptcy prediction and the discriminatory power of annual reports: empirical evidence from financially distressed German companies. (2020). Ohliger, Thorsten ; Lohmann, Christian. In: Journal of Business Economics. RePEc:spr:jbecon:v:90:y:2020:i:1:d:10.1007_s11573-019-00938-1.

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2022A two?stage Bayesian network model for corporate bankruptcy prediction. (2022). Hua, Shan ; Zhai, Jia ; Liu, Xiaoquan ; Cao, YI. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:455-472.

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Bernd Hans Engelmann has edited the books:


Works by Bernd Hans Engelmann:

2020A Raroc Valuation Scheme for Loans and Its Application in Loan Origination In: Risks.
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2020Measuring the Performance of Bank Loans under Basel II/III and IFRS 9/CECL In: Risks.
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2006Static versus dynamic hedges: an empirical comparison for barrier options In: Review of Derivatives Research.
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2006Measures of a Rating’s Discriminative Power — Applications and Limitations In: Springer Books.
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2003Measuring the Discriminative Power of Rating Systems In: Discussion Paper Series 2: Banking and Financial Studies.
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