Modelling the distribution of credit losses with observable and latent factors
Gabriel Jiménez; Javier Mencía
| Year of publication: |
2009
|
|---|---|
| Authors: | Jiménez, Gabriel ; Mencía, Javier |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 2, p. 235-253
|
| Subject: | Kreditrisiko | Credit risk | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003839314