Estimation of default probabilities using incomplete contracts data
Year of publication: |
2009
|
---|---|
Authors: | Silva, João Santos ; Murteira, J. M. R. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 2, p. 457-465
|
Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating |
-
Examining what best explains corporate credit risk : accounting-based versus market-based models
Trujillo-Ponce, Antonio, (2014)
-
Using DEA and financial ratings for credit risk evaluation : an empirical anaylsis
Iazzolino, Gianpaolo, (2013)
-
An alternative to the standardized approach for assessing credit risk under the Basel accords
Konno, Yukiko, (2016)
- More ...
-
Estimation of Default Probabilities Using Incomplete Contracts Data
Murteira, J. M. R., (2000)
-
Two-part multiple spell models for health care demand
Silva, João Santos, (1999)
-
Quantiles for fractions and other mixed data
Machado, José A. F., (2008)
- More ...