Pages that link to "Item:Q1994418"
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The following pages link to Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors (Q1994418):
Displaying 4 items.
- Accuracy of mortgage portfolio risk forecasts during financial crises (Q320969) (← links)
- Systematic effects among loss given defaults and their implications on downturn estimation (Q1653399) (← links)
- Benchmarking forecast approaches for mortgage credit risk for forward periods (Q2077950) (← links)
- Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators (Q5864355) (← links)