Account-level analytic hierarchical mixing modeling for credit risk of Chinese Government financing vehicle portfolios
Year of publication: |
2022
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Authors: | Liu, Chang ; Zhang, Biqian ; Wang, Xuefei ; Guo, Min |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 62.2022, 6, p. 2771-2798
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Subject: | Analytic hierarchical mixing model | Credit risk | Government financing vehicle | Hierarchical modeling | Stress testing |
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