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Incorporating the dynamics of leverage into default prediction
Löffler, Gunter; Maurer, Alina - 2009
A firm's current leverage ratio is one of the core characteristics of credit quality used in statistical default prediction models. Based on the capital structure literature, which shows that leverage is mean-reverting to a target leverage, we forecast future leverage ratios and include them in...
Persistent link: https://www.econbiz.de/10003828659
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Incorporating the dynamics of leverage into default prediction
Löffler, Gunter; Maurer, Alina - In: Journal of banking & finance 35 (2011) 12, pp. 3351-3361
Persistent link: https://www.econbiz.de/10009384181
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Incorporating the Dynamics of Leverage into Default Prediction
Löffler, Gunter - 2011
A firm's current leverage ratio is one of the core characteristics of credit quality used in statistical default prediction models. Based on the capital structure literature, which shows that leverage is mean-reverting to a target leverage, we forecast future leverage ratios and include them in...
Persistent link: https://www.econbiz.de/10013128308
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Die Mercedes-Benz-AG als Dominant Firm auf dem Nutzfahrzeugmarkt : zur wettbewerbspolitischen Problematik der Dominant Firm
Schmidt, Volker - 1993
Persistent link: https://www.econbiz.de/10000348235
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Effiziente Prognose von Ausfallrisiken
Maurer, Alina - 2012
Persistent link: https://www.econbiz.de/10009771363
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Der Beitrag von Finanzanalysten zur Informationsverarbeitung : eine empirische Untersuchung für den deutschen Aktienmarkt
Löffler, Gunter - 1998
Persistent link: https://www.econbiz.de/10000975829
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Biases in analyst forecasts : cognitive, strategic or second-best?
Löffler, Gunter - In: International journal of forecasting 14 (1998) 2, pp. 261-275
Persistent link: https://www.econbiz.de/10001338708
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Die Verarbeitung von Gewinnprognosen am deutschen Aktienmarkt
Löffler, Gunter - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 51 (1999) 2, pp. 128-147
Persistent link: https://www.econbiz.de/10001256003
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An anatomy of rating through the cycle
Löffler, Gunter - In: Journal of banking & finance 28 (2004) 3, pp. 695-720
Persistent link: https://www.econbiz.de/10001911194
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The effects of estimation error on measures of portfolio credit risk
Löffler, Gunter - In: Journal of banking & finance 27 (2003) 8, pp. 1427-1453
Persistent link: https://www.econbiz.de/10001770305