Account-level analytic hierarchical mixing modeling for credit risk of Chinese Government financing vehicle portfolios
Chang Liu, Biqian Zhang, Xuefei Wang, Min Guo
| Year of publication: |
2022
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|---|---|
| Authors: | Liu, Chang ; Zhang, Biqian ; Wang, Xuefei ; Guo, Min |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 62.2022, 6, p. 2771-2798
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| Subject: | Analytic hierarchical mixing model | Credit risk | Government financing vehicle | Hierarchical modeling | Stress testing | Kreditrisiko | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management | China |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-021-02113-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013197445