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Douglas Dwyer
Douglas Dwyer
Research
Verified email at columbia.edu
Title
Cited by
Cited by
Year
Moody’s KMV RiskCalc v3. 1 model
DW Dwyer, AE Kocagil, RM Stein
Moody’s KMV company, 2004
1042004
Technology locks, creative destruction, and nonconvergence in productivity levels
DW Dwyer
Review of Economic Dynamics 1 (2), 430-473, 1998
1011998
The distribution of defaults and Bayesian model validation
DW Dwyer
Journal of Risk Model Validation 1 (1), 23-53, 2007
562007
EDF™ 8.0 model enhancements
D Dwyer, S Qu
Moody’s KMV, 2007
482007
Power and level validation of Moody’s KMV EDF credit measures in North America, Europe and Asia
I Korablev, D Dwyer
Moody’s KMV, 2007
482007
Examples of overfitting encountered when building private firm default prediction models
D Dwyer
New York: Moody’s KMV, www. moody’s. com/whitepapers, 2005
412005
Credit risk modeling of public firms: EDF9
P Nazeran, D Dwyer
Moody’s Analytics White Paper 392, 2015
322015
Inferring the default rate in a population by comparing two incomplete default databases
DW Dwyer, RM Stein
Journal of Banking & Finance 30 (3), 797-810, 2006
302006
CDS-implied EDF™ Credit Measures and Fair-value Spreads
D Dwyer, Z Li, S Qu, H Russell, J Zhang
Moody’s Analytics White Paper, 2010
222010
Usage and exposures at default of corporate credit lines: an empirical study
J Yinqing Zhao, D Dwyer, J Zhang
Journal of Credit Risk 10 (1), 2014
212014
Whittling away at productivity dispersion
DW Dwyer
Center for Economic Studies, US Census Bureau Working Papers, 1995
201995
Productivity Races I: Are Some Productivuty Measures Better Than Others?
DW Dwyer
Center for Economic Studies, US Census Bureau Working Papers, 1997
191997
Expected Default Frequency Enhancements
D Dwyer
New York: Moody’s KMV, www. moody’s. com/whitepapers, 2007
172007
Plant-level productivity and the market value of a firm
DW Dwyer
Center for Economic Studies, US Census Bureau Working Papers, 2001
162001
Productivity races II: the issue of capital measurement
DW Dwyer
Center for Economic Studies, US Census Bureau Working Papers, 1997
141997
Power and level validation of Moody’s KMV EDF credit measures in North America
I Korablev, D Dwyer
Europe, and Asia, Moody’s KMV, 2007
132007
Technical document on riskcalc v3. 1 methodology
D Dwyer, R Stein
Moody's KMV, 2004
132004
Moody’s KMV LossCalc V3. 0
D Dwyer, I Korablev
Moody’s Analytics, manuscript, 2009
112009
Power and level validation of Moody’s KMV EDF™ credit measures in North America, Europe, and Asia
D Dwyer, I Korablev
Moody’s Analytics White Paper, 2007
112007
The effect of imperfect data on default prediction validation tests
H Russell, D Dwyer, QK Tang
The Journal of Risk Model Validation 6 (1), 77, 2012
82012
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