A new framework for examining creditworthiness of borrowers : the mover-stayer model with covariate and macroeconomic effects
Halina Frydman, Anna Matuszyk, Chang Li and Weicheng Zhu
| Year of publication: |
2021
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|---|---|
| Authors: | Frydman, Halina ; Matuszyk, Anna ; Li, Chang ; Zhu, Weicheng |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 9, p. 1491-1499
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| Subject: | Car loans data | Creditworthy borrowers | EM algorithm | Macroeconomic variables | Mover-stayer model | Kreditwürdigkeit | Credit rating | Theorie | Theory | Wirkungsanalyse | Impact assessment | Länderrisiko | Country risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.1917773 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012624150