Reference health
The Dynamics of Joint Credit Risk and UK Banks
1 of 27 checkable references need attention · checked 2026-08-05
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
11 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/2329067
The 26 checked references that resolve
resolves10.2307/2951764
Tests for Parameter Instability and Structural Change With Unknown Change Point
resolves10.2307/2951753
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
resolves10.1016/j.jempfin.2016.11.007
Relation between higher order comoments and dependence structure of equity portfolio
resolves10.1093/rfs/hhs104
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
resolves10.1016/j.jbankfin.2009.05.017
A framework for assessing the systemic risk of major financial institutions
resolves10.1016/j.jfs.2011.10.004
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
resolves10.1016/j.jempfin.2014.09.007
Long memory dynamics for multivariate dependence under heavy tails
resolves10.21314/jcr.2006.036
On the relationship between credit rating announcements and credit default swap spreads for European reference entities
resolves10.1111/j.1540-6261.1995.tb04037.x
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.1080/07350015.2016.1177535
Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads
resolves10.3905/jfi.2012.21.3.044
Estimating the Joint Probability of Default Using CreditDefault Swap and Bond Data
resolves10.1002/jae.1215
Modelling dependence using skew <i>t</i> copulas: Bayesian inference and applications
The 11 references without a DOI — listed, not checked
no DOI — not checkedA framework for stress testing the UK banking system
no DOI — not checkedGlobally systemically important banks: assessment methodology and the additional loss absorbency requirement. Bank for International Settlements
no DOI — not checkedA framework for dealing with domestic systemically important banks. Bank for International Settlements
no DOI — not checkedref8
no DOI — not checkedFinancial stability review
no DOI — not checkedThe formula that felled Wall Street
no DOI — not checkedWall Street's math wizards forgot a few variables
no DOI — not checkedref31
no DOI — not checkedref32
no DOI — not checkedRecipe for disaster: The formula that killed Wall Street
no DOI — not checkedref37
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