Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model
Year of publication: |
2011-08
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Authors: | Mizen, Paul ; Tsoukas, Serafeim |
Institutions: | Department of Economics, Adam Smith Business School |
Subject: | Credit ratings | probit | state dependence |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G24 - Investment Banking; Venture Capital; Brokerage ; G33 - Bankruptcy; Liquidation ; C25 - Discrete Regression and Qualitative Choice Models ; C53 - Forecasting and Other Model Applications |
Source: |
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Mizen, Paul, (2012)
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Mizen, Paul, (2011)
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Default Rates in the Loan Market for SMEs: Evidence from Slovakia
Fidrmuc, Jarko, (2009)
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Mizen, Paul, (2012)
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Mizen, Paul, (2012)
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Mizen, Paul, (2012)
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