Analysis of credit ABS based on Markov chain approaches
Fengming Liu, Yingda Song
| Year of publication: |
2025
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|---|---|
| Authors: | Liu, Fengming ; Song, Yingda |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 71.2025, Art.-No. 106432, p. 1-11
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| Subject: | Credit ABS | Delinquency and default | Dynamic asset pool | Markov chain | Prepayment | Markov-Kette | Kreditrisiko | Credit risk | Asset-Backed Securities | Asset-backed securities | Theorie | Theory | Hypothek | Mortgage |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106432 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015197659