Forecasting Distress in European SME Portfolios
Sara Ferreira Filipe, Theoharry Grammatikos, Dimitra Michala
Journal of Banking and Finance, vol. 64, 2016, p. 112-135.

Pricing Default Risk: The Good, the Bad, and the Anomaly
Sara Ferreira Filipe, Theoharry Grammatikos, Dimitra Michala
Journal Of Financial Stability, vol. 26, 2016, p. 190-213.