Country credit risk determinants with model uncertainty
Year of publication: |
2014
|
---|---|
Authors: | Maltrizta, Dominik ; Molchanov, Alexander |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 224-234
|
Subject: | Bayesian Model Averaging | Default risk | Kreditrisiko | Credit risk | Bayes-Statistik | Bayesian inference | Risiko | Risk | Modellierung | Scientific modelling |
-
On a quest for robustness : about model risk, randomness and discretion in credit risk stress tests
Siemsen, Thomas, (2018)
-
How to Improve the model selection procedure in a stress-testing framework
Panoš, Jiří, (2019)
-
The role of model uncertainty and learning in the US postwar policy response to oil prices
Rondina, Francesca, (2012)
- More ...
-
Investor sentiment and industry returns
Molchanov, Alexander, (2018)
-
Boutchkova, Maria, (2008)
-
Property rights protection, corporate transparency, and growth
Durnev, Art, (2009)
- More ...