An integrated multi-model credit rating system for private firms

Review of Quantitative Finance and Accounting

Volumn 27, Issue 3, 2006, Pages 311-340

  Butera, Giovanni ^a   Faff, Robert ^b  

^a 8 9 Well Court House   (United Kingdom)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Credit risk; Integrated model; Macroeconomic correction; Probability of default

Indexed keywords

EID: 33747322090     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/s11156-006-9434-7     Document Type: Article

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