Understanding and predicting bank rating transitions using optimal survival analysis models

10.1016/j.econlet.2013.02.033

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Bibliographic Details
Main Authors:	Louis, P., Van Laere, E., Baesens, B.
Other Authors:	RISK MANAGEMENT INSTITUTE
Format:	Article
Published:	2016
Subjects:	Prediction accuracy Rating transitions Rating-specific and macro-economic covariates Survival analysis
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/128734
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-128734
record_format	dspace
spelling	sg-nus-scholar.10635-1287342023-10-31T07:02:34Z Understanding and predicting bank rating transitions using optimal survival analysis models Louis, P. Van Laere, E. Baesens, B. RISK MANAGEMENT INSTITUTE Prediction accuracy Rating transitions Rating-specific and macro-economic covariates Survival analysis 10.1016/j.econlet.2013.02.033 Economics Letters 119 3 280-283 ECLED 2016-10-19T08:44:34Z 2016-10-19T08:44:34Z 2013-06 Article Louis, P., Van Laere, E., Baesens, B. (2013-06). Understanding and predicting bank rating transitions using optimal survival analysis models. Economics Letters 119 (3) : 280-283. ScholarBank@NUS Repository. https://doi.org/10.1016/j.econlet.2013.02.033 01651765 http://scholarbank.nus.edu.sg/handle/10635/128734 000319238600013 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Prediction accuracy Rating transitions Rating-specific and macro-economic covariates Survival analysis
spellingShingle	Prediction accuracy Rating transitions Rating-specific and macro-economic covariates Survival analysis Louis, P. Van Laere, E. Baesens, B. Understanding and predicting bank rating transitions using optimal survival analysis models
description	10.1016/j.econlet.2013.02.033
author2	RISK MANAGEMENT INSTITUTE
author_facet	RISK MANAGEMENT INSTITUTE Louis, P. Van Laere, E. Baesens, B.
format	Article
author	Louis, P. Van Laere, E. Baesens, B.
author_sort	Louis, P.
title	Understanding and predicting bank rating transitions using optimal survival analysis models
title_short	Understanding and predicting bank rating transitions using optimal survival analysis models
title_full	Understanding and predicting bank rating transitions using optimal survival analysis models
title_fullStr	Understanding and predicting bank rating transitions using optimal survival analysis models
title_full_unstemmed	Understanding and predicting bank rating transitions using optimal survival analysis models
title_sort	understanding and predicting bank rating transitions using optimal survival analysis models
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/128734
_version_	1781790601763618816

Understanding and predicting bank rating transitions using optimal survival analysis models

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