Decoding default risk : a review of modeling approaches, findings, and estimation methods
Gurdip Bakshi, Xiaohui Gao, and Zhaodong Zhong
| Year of publication: |
2022
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|---|---|
| Authors: | Bakshi, Gurdip S. ; Gao, Xiaohui ; Zhong, Zhaodong |
| Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1375, ZDB-ID 2516758-3. - Vol. 14.2022, p. 391-413
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| Subject: | default | recovery in default | structural models | default intensity-based credit risk models | model estimation | empirical facts in credit markets | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Schätztheorie | Estimation theory | Schätzung | Estimation | Kreditmarkt | Credit market | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1146/annurev-financial-111720-090709 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461162