Work

Multi-Period Corporate Default Prediction with Stochastic Covariates

Year: 2006

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.903784

Authors: James Darrell Duffie, Leandro Saita, Ke Wang

Institutions: National Bureau of Economic Research, Stanford University, Federal Reserve Board of Governors

Language: English

Topic: Financial Distress and Bankruptcy Prediction

Subfield: Accounting

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4243222823

Cites: 48

Cited by: 51

Related to: 10