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A Novel Credit Rating Migration Modeling Approach Using Macroeconomic Indicators
by
Berteloot, Koen
,
Verbeke, Wouter
,
Castermans, Gerd
,
Van Gestel, Tony
,
Martens, David
,
Baesens, Bart
Published in
Journal of forecasting
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Journal Of Forecasting
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Subjects
Banks, Depository Institutions, Micro Finance Institutions, Mortgages
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Business & Economics
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Credit
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Credit Default Swaps
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Credit Rating
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Credit Ratings
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Default
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Economic Indicators
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Economics
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Financial Institution
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Financial Institutions
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Financial Institutions And Services: Government Policy And Regulation
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Investment Banking, Venture Capital, Brokerage, Ratings And Ratings Agencies
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Kreditrisiko
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Kreditwürdigkeit
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Macroeconomic Indicators
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Macroeconomics
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Management
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Migration Modeling
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Model Construction And Estimation
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Wiley-Blackwell Journals
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International Bibliography Of The Social Sciences (Ibss)
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Wiley
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