Forecasting credit losses with the reversal in credit spreads

DOI10.1016/J.ECONLET.2019.02.010zbMath1411.91596OpenAlexW2921555851MaRDI QIDQ1741762

Ding Du

Publication date: 7 May 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2019.02.010

zbMATH Keywords

credit spreadscharge-offs

Mathematics Subject Classification ID

Credit risk (91G40)

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