Work

Risk assessment for credit portfolios: A coupled Markov chain model

Year: 2007

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2007.02.005

Authors: Y.M. Kaniovski, G.Ch. Pflug

Institutions: Free University of Bozen-Bolzano, University of Vienna

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2010169818

FWCI: 6.168

Cites: 28

Cited by: 39

Related to: 10