A Novel Credit Rating Migration Modeling Approach Using Macroeconomic Indicators
Year of publication: |
2013
|
---|---|
Authors: | Berteloot, Koen ; Verbeke, Wouter ; Castermans, Gerd ; Gestel, Tony Van ; Martens, David ; Baesens, Bart |
Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 7, p. 654-672
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
freely available
Saved in favorites
Similar items by person
-
A novel credit rating migration modeling approach using macroeconomic indicators
Berteloot, Koen, (2013)
-
Tobback, Ellen, (2012)
-
Forecasting Loss Given Default models : impact of account characteristics and macroeconomic state
Tobback, Ellen, (2014)
- More ...