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Forecasting of Credit Migration Considering Correlation between Business and Credit Cycles
SSRN Electronic Journal
◽
10.2139/ssrn.2132627
◽
2012
◽
Cited By ~ 1
Author(s):
Masayasu Kanno
Keyword(s):
Credit Cycles
◽
Credit Migration
Get full-text (via PubEx)
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Keyword(s):
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Credit Cycles in Countries in the MENA Region: Do They Exist? Do They Matter?
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Credit migration risk modeling
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◽
10.21314/jcr.2010.104
◽
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◽
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(1)
◽
pp. 3-30
◽
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Credit Migration Derivatives - Implementation, Calibration and Pricing
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A Robust Prediction of Corporate Credit Migration
SSRN Electronic Journal
◽
10.2139/ssrn.1493362
◽
2009
◽
Author(s):
Taehan Bae
◽
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Keyword(s):
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◽
Credit Migration
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Credit Migration in Residential Mortgages: Fico Drift as a Prelude to Loan Performance
SSRN Electronic Journal
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10.2139/ssrn.1561988
◽
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A Rating Migration Model for Loan Loss Provisions and Credit Cycles
SSRN Electronic Journal
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◽
Credit Cycles
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(Analysis of Foreign Experience of Econometric Estimation of Credit Cycles)
SSRN Electronic Journal
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Author(s):
D. A. Knyazev
◽
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◽
Foreign Experience
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Can Time‐Varying Risk Premia and Household Heterogeneity Explain Credit Cycles?
SSRN Electronic Journal
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10.2139/ssrn.3709547
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◽
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Mohammad Ghaderi
Keyword(s):
Risk Premia
◽
Time Varying
◽
Credit Cycles
◽
Household Heterogeneity
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Corrigendum: Diagnostic Expectations and Credit Cycles
The Journal of Finance
◽
10.1111/jofi.13060
◽
2021
◽
Vol 76
(4)
◽
pp. 2077-2077
Keyword(s):
Credit Cycles
Get full-text (via PubEx)
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