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Account-level analytic hierarchical mixing modeling for credit risk of Chinese Government financing vehicle portfolios

Bibliographic Data

ID21542277
AuthorsChang 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))
Year2022
Volume62
Issue6
Pages2771-2798
Publication date2022-06-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueEmpirical Economics (JOURNAL)
Journal identifiersISSN: 0377-7332 • E-ISSN: 1435-8921
PublisherSpringer Science and Business Media LLC (PUBLISHER)
DOI10.1007/s00181-021-02113-4
OpenAlexW3197324024
LanguageEN
References cited41

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

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Citation velocityhistorical
Highly citedNo

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