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~person:"Zhang, Xiaofei"
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Corporate default prediction
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Observed systematic risk factors
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Zhang, Xiaofei
Qi, Min
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Zhao, Xinlei
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Unobserved systematic risk factor and default prediction
Qi, Min
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of Banking & Finance
49
(
2014
)
C
,
pp. 216-227
find that this latent factor outweighs the
observed
systematic
risk
factors
and can substantially improve the in …
Persistent link: https://www.econbiz.de/10011118065
Saved in:
2
Unobserved systematic risk factor and default prediction
Qi, Min
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of banking & finance
49
(
2014
),
pp. 216-227
Persistent link: https://www.econbiz.de/10010508040
Saved in:
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