Understanding and predicting bank rating transitions using optimal survival analysis models
Philippe Louis; Elisabeth Van Laere; Bart Baesens
| Year of publication: |
2013
|
|---|---|
| Authors: | Louis, Philippe ; Van Laere, Elisabeth ; Baesens, Bart |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 119.2013, 3, p. 280-283
|
| Subject: | Prognoseverfahren | Forecasting model | Bank | Statistische Bestandsanalyse | Duration analysis | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk |
| 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/10009757573