Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model
Paul Mizen; Serafeim Tsoukas
| Year of publication: |
2012
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|---|---|
| Authors: | Mizen, Paul ; Tsoukas, Serafeim |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 28.2012, 1, p. 273-287
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| Subject: | Probit-Modell | Probit model | USA | United States | Insolvenz | Insolvency | Rentenmarkt | Bond market | Hysterese | Hysteresis | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009581938