A MIDAS multinomial logit model with applications for bond ratings
Cuixia Jiang, Yubing Nie, Qifa Xu
| Year of publication: |
2023
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|---|---|
| Authors: | Jiang, Cuixia ; Nie, Yubing ; Xu, Qifa |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 57.2023, p. 1-17
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| Subject: | Bond ratings | Credit evaluation | MIDAS-MLogit model | Mixed-frequency | Multi-classification prediction | Kreditwürdigkeit | Credit rating | Anleihe | Bond | Logit-Modell | Logit model | Prognoseverfahren | Forecasting model | Theorie | Theory | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2023.100867 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014479070