Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Journal of Empirical Finance |
| Volume | 38 |
| Issue number | Part B |
| Pages (from-to) | 640–663 |
| ISSN | 0927-5398 |
| DOIs | |
| Publication status | Published - Sep 2016 |
Bibliographical note
JEL classification: C13; C22; C25; G33
ID: 156466386