A new framework for examining creditworthiness of borrowers: the mover-stayer model with covariate and macroeconomic effects.
| Autor: | Frydman, Halina1 (AUTHOR) hfrydman@stern.nyu.edu, Matuszyk, Anna2 (AUTHOR), Li, Chang3 (AUTHOR), Zhu, Weicheng4 (AUTHOR) |
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| Zdroj: | Quantitative Finance. Sep2021, Vol. 21 Issue 9, p1491-1499. 9p. |
| Databáze: | Business Source Ultimate |
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