- The applicability of Merton's credit risk model in the Czech Republic2008 | Faculty of Social Sciences
- Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors2012 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Is Barrier version of Merton model more realistic? Evidence from Europe2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Is Barrier version of Merton model more realistic? Evidence from EuropePublication without faculty affiliation
- Household balance sheets and economic crisis2014 | Publication without faculty affiliation
- Stress testing credit risk : Is the Czech Republic different from Germany?Publication without faculty affiliation
- Stress testing credit risk: comparison of the Czech Republic and GermanyPublication without faculty affiliation
- Stress testing credit risk: Is the Czech Republic different from Germany?2009 | Faculty of Social Sciences
- Default predictors in retail credit scoring : evidence from Czech banking dataPublication without faculty affiliation
- Does credit risk vary with economic cycles? : the case of FinlandPublication without faculty affiliation
- Macroeconomic environment and credit risk2007 | Faculty of Social Sciences
- Credit risk and the Finnish economy2007 | Faculty of Social Sciences
- Credit risk in the Czech economyPublication without faculty affiliation
- Bank-sourced credit transition matrices: Estimation and characteristics2021 | Faculty of Social Sciences
- Default predictors in retail credit scoring : evidence from Czech banking data2011 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Bank-Sourced Transition Matrices: Are Banks' Internal Credit Risk Estimates Markovian?Publication without faculty affiliation
- Consistency of banks' internal probability of default estimates: Empirical evidence from the COVID-19 crisis2023 | Faculty of Social Sciences, Central Library of Charles University
- New approaches to stress testing the Czech banking sector2007 | Faculty of Social Sciences
- Consistency of Banks' Internal Probability of Default EstimatesPublication without faculty affiliation