Work

Default prediction with dynamic sectoral and macroeconomic frailties

Year: 2013

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2013.11.036

Authors: Peimin Chen, Chunchi Wu

Institutions: Southwestern University of Finance and Economics, University at Buffalo, State University of New York

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National University of Singapore

OpenAlex ID: W1994725469

FWCI: 0.582

Cites: 27

Cited by: 19

Related to: 10