- 1. Default Dataset
- 2. Models of Default Probabilities
- 2.1. Factor Models of Intensities
- 2.2. A Semi-Parametric Framework for Intensities
- 3. Potential Determinants of Default
- 3.1. Financial Market Information
- 3.2. Business Cycle
- 3.3. Credit Market Information
- 3.4. Inner Dynamics of the Default Cycle
- 3.5. Statistics
- 4. Predictors and Indicators of the Default Cycle
- 4.1. Influence of Financial Markets
- 4.2. Business Cycle Effects
- 4.3. Impacts of Credit and Default Factors
- 4.4. Persistency and Importance of Past Conditions
- 5. Efficient Hazard Models across Rating Classes
- 5.1. Failure of Contemporaneous Financial Market Factors
- 5.2. Models Based on Non Financial Information
- 5.3. Benefits of Considering All Current Economic Indicators
- 5.4. Trends and Persistency of Shocks
- Summary
- References
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