A new framework for examining creditworthiness of borrowers : the mover-stayer model with covariate and macroeconomic effects
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 |
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