Credit Scoring and Loan Default
Author:
Affiliation:
1. Banking Research; Federal Reserve Bank of Kansas City; Kansas City MO USA
2. Research; SummerHaven Investment Management; Stamford CT USA
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Reference25 articles.
1. Credit Risk Measurement: Developments over the Last 20 Years;Altman;Journal of Banking and Finance,1998
2. Nonparametric Tests of Stochastic Dominance in Income Distributions;Anderson;Econometrica,1996
3. Understanding the Securitization of Subprime Mortgage Credit;Ashcraft;Foundations and Trends in Finance,2008
4. Credit Scoring: Statistical Issues and Evidence from Credit-Bureau Files;Avery;Real Estate Economics,2000
5. An Overview of Consumer Data and Credit Reporting;Avery;Board of Governors Federal Reserve Bulletin,2003
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