Incorporating the dynamics of leverage into default prediction
Gunter Löffler; Alina Maurer
| Year of publication: |
2011
|
|---|---|
| Authors: | Löffler, Gunter ; Maurer, Alina |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 12, p. 3351-3361
|
| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Kapitalstruktur | Capital structure | Kreditwürdigkeit | Credit rating | Mean Reversion | Mean reversion |
| Extent: | graph. Darst. |
|---|---|
| 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/10009384181