Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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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