Performance of default-risk measures: the sample matters

Journal of Banking & Finance 2020 / 11 Vol. 120

Performance of default-risk measures: the sample matters

Abinzano, Isabel, Gonzalez-Urteaga, Ana, Muga, Luis, Sanchez, Santiago
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Volume:
120
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2020.105959
Date:
November, 2020
File:
PDF, 1.66 MB
2020
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