Performance of default-risk measures: the sample matters - Concepedia

Concepedia

Publication | Open Access

Performance of default-risk measures: the sample matters

DOI Full Paper Access

56

Citations

51

References

2020

Year

Isabel Abínzano, Ana González‐Urteaga, Luis Muga, Santiago Sánchez Alegría

Journal of Banking & Finance

EngineeringRisk ManagementManagementRiskSample MattersRisk MetricRisk Analysis (Business)Risk GovernanceInsuranceFinanceStatistics

References

	Year	Citations

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