A MIDAS multinomial logit model with applications for bond ratings
Year of publication: |
2023
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Authors: | Jiang, Cuixia ; Nie, Yubing ; Xu, Qifa |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 57.2023, p. 1-17
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Subject: | Bond ratings | Credit evaluation | MIDAS-MLogit model | Mixed-frequency | Multi-classification prediction | Kreditwürdigkeit | Credit rating | Anleihe | Bond | Logit-Modell | Logit model | Prognoseverfahren | Forecasting model | Theorie | Theory | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Schätzung | Estimation |
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