Is Bloomberg’s credit default swaps model superior in predicting defaults?
Seung Hun Han, Karyl B. Leggio, and Yoon S. Shin
| Year of publication: |
2024
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|---|---|
| Authors: | Han, Seung Hun ; Leggio, Karyl B. ; Shin, Yoon S. |
| Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 33.2023, 3, p. 24-44
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| Subject: | Kreditrisiko | Credit risk | Swap | Finanzdienstleistung | Financial services | Prognoseverfahren | Forecasting model | USA | United States |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfi.2023.1.172 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014533795