- Jacobs, Jr., M., 2023, Benchmarking alternative interpretable machine learning models for corporate probability of default, Working paper.
- Jacobs, Jr., M., 2023, The quantification of model risk according to the principle of relative entropy with a case study, Working paper.
- Jacobs, M. and Parnes, D., 2008 (February), How does corporate governance affect bankruptcy risk quantities?, Working paper, U.S. Office of the Comptroller of the Currency and the University of South Florida.
- Jacobs, Jr., M., 2011 (September), Quantitative measurement and management of liquidity risk in a banking context, Working paper, U.S. Office of the Comptroller of the Currency.
- Jacobs, Jr., M., 2011 (September), Adjusting default rates for withdrawn ratings: implications for probability-of-default estimation and Basel II quantification, Working paper, U.S. Office of the Comptroller of the Currency.
- Jacobs, Jr., M, 2011 (May), A Bayesian network framework for modeling and measuring credit risk concentrations, Working paper.
- Jacobs, Jr., M., and Marrick, S., 2011 (September), A comparison of models for exposure-at-default on contingent lines of credit, Working paper.
- Gaul, L., Jacobs, M. and Uysal, P., 2010 (January), Government debt maturity and recoveries on defaulted debt securities, Working paper, U.S. Office of the Comptroller of the Currency.
- Jacobs, Jr., M., 2009 (November), An empirical study of the returns on defaulted debt and the discount rate for loss-given-default, Working paper, U.S. Office of the Comptroller of the Currency.
- Balasubramian, B, Guirguis, H., and Jacobs, Jr., M., 2010 (January), Do credit default swaps predict firm-specific risks of banks and other financial firms?, Working paper.
- Jacobs, Jr., M., and Tandon, K., 2001 (October), Term structure of interest rate models: international empirical evidence, Working paper, Zicklin School of Business / Baruch College / C.U.N.Y.
- Jacobs, Jr., M., and Kiefer, N.M., 2011 (May), The Bayesian approach to default risk analysis and the prediction of default rates, Forthcoming in The Econometric Review.