Laura Vana

Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, Wien 1020

Austria

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A Joint Model of Failures and Credit Ratings

Journal of Credit Risk, Vol. 17, No. 1
Number of pages: 28 Posted: 17 Mar 2021
Rainer Hirk, Laura Vana, Kurt Hornik and Stefan Pichler
Vienna University of Economics and Business, Vienna University of Economics and Business, Vienna University of Economics and Business and WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
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Abstract:

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composite likelihood; credit ratings; failure information; failure-prediction model; financial ratios; multivariate ordinal regression model.