Unobserved systematic risk factor and default prediction
Year of publication: |
2014
|
---|---|
Authors: | Qi, Min ; Zhang, Xiaofei ; Zhao, Xinlei |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 49.2014, p. 216-227
|
Subject: | Observed systematic risk factors | Unobserved systematic risk factor | Corporate default prediction | Rank order | Predictive accuracy | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Risiko | Risk | CAPM | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Faktorenanalyse | Factor analysis |
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