Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
Stephen Figlewski; Halina Frydman; Weijian Liang
| Year of publication: |
2012
|
|---|---|
| Authors: | Figlewski, Stephen ; Frydman, Halina ; Liang, Weijian |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 21.2012, 1, p. 87-105
|
| Subject: | Credit risk | Cox model | Default risk | Intensity model | Bond ratings | Kreditrisiko | Kreditwürdigkeit | Credit rating | Anleihe | Bond | Theorie | Theory | Insolvenz | Insolvency | Unternehmensanleihe | Corporate 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://ebvufind01.dmz1.zbw.eu/10009428084