The determinants of credit risk : analysis of US industry-level indices
Year of publication: |
October 2018
|
---|---|
Authors: | Shahzad, Syed Jawad Hussain ; Safwan Mohd Nor ; Nur Azura Sanusi ; Kumar, Ronald Ravinesh |
Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 19.2018, 5, p. 1152-1165
|
Subject: | Dredit fault swap | pricing models | panel cusality | cross-sectional dependence | Kreditrisiko | Credit risk | Theorie | Theory | Panel | Panel study | Swap | Schätzung | Estimation |
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