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Default prediction with dynamic sectoral and macroeconomic frailties · Study

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ArticleDefault prediction with dynamic sectoral and macroeconomic frailties

Peimin Chen2013

Article2013

Default prediction with dynamic sectoral and macroeconomic frailties

Peimin Chen · Chunchi Wu

19 citations·0/0 files stored·Journal of Banking & Finance

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Credit Risk and Financial Regulations Corporate Insolvency and Governance Financial Distress and Bankruptcy Prediction

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References

1973The Pricing of Options and Corporate Liabilities 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model 2008Forecasting Default with the Merton Distance to Default Model 2004Default Risk in Equity Returns 2004Assessing the Probability of Bankruptcy 2001Term Structures of Credit Spreads with Incomplete Accounting Information 2006Multi-period corporate default prediction with stochastic covariates

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Year2013

Typearticle

Published2013-12-11

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations19

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.jbankfin.2013.11.036

openalex_workW1994725469

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