Account-level analytic hierarchical mixing modeling for credit risk of Chinese Government financing vehicle portfolios
Bibliographic Data
| ID | 21542277 |
|---|---|
| Authors | Chang Liu (0000-0002-1198-6990, Southwestern University of Finance and Economics, corresponding author), Biqian Zhang (0000-0002-4488-8684, Southwestern University of Finance and Economics), Xuefei Wang (0000-0002-8703-7177, Southwestern University of Finance and Economics), Min Guo (0000-0002-2093-8771, Great Wall Motors (China)) |
| Year | 2022 |
| Volume | 62 |
| Issue | 6 |
| Pages | 2771-2798 |
| Publication date | 2022-06-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-021-02113-4 |
| OpenAlex | W3197324024 |
| Language | EN |
| References cited | 41 |
Actuarial science · Business · Credit derivative · Credit risk · Default · Econometrics · Economics · Loan · Solvency · Statistics · Survey data collection · Banking stability, regulation, efficiency · Credit Risk and Financial Regulations · Financial Distress and Bankruptcy Prediction · Mathematics · Finance
| Citation velocity | historical |
|---|---|
| Highly cited | No |