Estimation of a Markov Model of Loan Seasoning with Aggregated Performance Data
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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 1997
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Postal: CEF97, Stanford University, Department of Economics, Stanford CA USA
Web page: http://bucky.stanford.edu/cef97/
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- Donald Morgan & Adam Ashcraft, 2003.
"Using Loan Rates to Measure and Regulate Bank Risk: Findings and an Immodest Proposal,"
Journal of Financial Services Research,
Springer, vol. 24(2), pages 181-200, October.
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