Work

Unobserved systematic risk factor and default prediction

Year: 2014

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2014.09.009

Authors: Min Qi, Xiaofei Zhang, Xinlei Zhao

Institution: Office of the Comptroller of the Currency

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2013807439

FWCI: 2.441

Cites: 32

Cited by: 24

Related to: 10