Forecasting cross-sections of frailty-correlated default
Year of publication: |
2008
|
---|---|
Authors: | Koopman, Siem Jan ; Lucas, André ; Schwaab, Bernd |
Publisher: |
Amsterdam [u.a.] |
Subject: | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Panel | Panel study | USA | United States |
-
Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks
Bouras, Christos, (2023)
-
Multi-period credit default prediction with time-varying covariates
Orth, Walter, (2013)
-
Multi-period credit default prediction with time-varying covariates
Orth, Walter, (2011)
- More ...
-
Forecasting Cross-Sections of Frailty-Correlated Default
Koopman, Siem Jan, (2008)
-
Global Credit Risk: World, Country and Industry Factors
Schwaab, Bernd, (2015)
-
The Information in Systemic Risk Rankings
Nucera, Federico, (2015)
- More ...