Default probabilities in a corporate bank portfolio: A logistic model approach-Reference-Cited by-同舟云学术

Default probabilities in a corporate bank portfolio: A logistic model approach

Published:2001-12 Issue:2 Volume:135 Page:338-349
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Westgaard Sjur,van der Wijst Nico

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference49 articles.

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4. Qualitative response models: A survey;Amemiya;Journal of Economic Literature,1981

5. Anatomy of financial distress: An examination of junk bond issuers;Asquith;Quarterly Journal of Economics,1994

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