Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)

Research output: Contribution to journalJournal articleResearchpeer-review

Arianna Agosto, Giuseppe Cavaliere, Dennis Kristensen, Anders Rahbek

Original languageEnglish
JournalJournal of Empirical Finance
Volume38
Issue numberPart B
Pages (from-to)640–663
ISSN0927-5398
DOIs
Publication statusPublished - Sep 2016

Bibliographical note

JEL classification: C13; C22; C25; G33

ID: 156466386