Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Year of publication: |
2023
|
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Authors: | Gu, Zhutong ; Jiang, Yixiao ; Yang, Shuyang |
Subject: | credit rating | private information | ordered response model | semiparametric estimation | financial reform | Kreditwürdigkeit | Credit rating | Schätzung | Estimation | Schätztheorie | Estimation theory | Asymmetrische Information | Asymmetric information |
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