The impact of data aggregation and risk attributes on stress testing models of mortgage default
-
Published:2020-11
Issue:3
Volume:16
Page:
-
ISSN:1744-6619
-
Container-title:The Journal of Credit Risk
-
language:
-
Short-container-title:JCR
Author:
Li Feng,Zhang Yan
Publisher
Infopro Digital Services Limited
Subject
Economics and Econometrics,Finance