Early warning systems for sovereign debt crises: The role of heterogeneity

Computational Statistics and Data Analysis

Volumn 51, Issue 2, 2006, Pages 1420-1441

  Fuertes, Ana Maria ^a   Kalotychou, Elena ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

Credit risk; Default probability; Emerging markets; Loss function; Panel logit; Predictive performance; Unobserved heterogeneity

Indexed keywords

BENCHMARKING; LARGE SCALE SYSTEMS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY;

CREDIT RISKS; DEFAULT PROBABILITY; EMERGING MARKETS; LOSS FUNCTIONS; PANEL LOGIT; PREDICTIVE PERFORMANCE; UNOBSERVED HETEROGENEITY;

ECONOMIC AND SOCIAL EFFECTS;

EID: 33750371006     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.08.023     Document Type: Article

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