Credit risk modelling within the euro area in the COVID-19 period : evidence from an ICAS framework
Year of publication: |
2025
|
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Authors: | Chortareas, Georgios E. ; Katsafados, Apostolos G. ; Pelagidēs, Thodōrēs ; Prassa, Chara |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 30.2025, 2, p. 1074-1105
|
Subject: | COVID-19 | credit risk | default | government financial support measures | in-house credit assessment system | machine learning | Kreditrisiko | Credit risk | Coronavirus | Eurozone | Euro area | EU-Staaten | EU countries | Wirkungsanalyse | Impact assessment | Künstliche Intelligenz | Artificial intelligence | Kreditwürdigkeit | Credit rating |
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