Credit risk modelling under recessionary and financially distressed conditions
Y. Dendramis, E. Tzavalis, G. Adraktas
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Dendramis, Yiannis ; Tzavalis, Elias ; Adraktas, Georgios |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 91.2018, p. 160-175
|
| Subject: | Mortgage loans | Survival analysis | Structural breaks | Financial distressed conditions | Probability of default | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Strukturbruch | Structural break | Hypothek | Mortgage | Kreditwürdigkeit | Credit rating |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.03.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011963657