A Novel Credit Rating Migration Modeling Approach Using Macroeconomic Indicators
| Year of publication: |
2013
|
|---|---|
| Authors: | Berteloot, Koen ; Verbeke, Wouter ; Castermans, Gerd ; Gestel, Tony Van ; Martens, David ; Baesens, Bart |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 7, p. 654-672
|
| Publisher: |
John Wiley & Sons, Ltd. |