Times-To-Default:Life Cycle, Global and Industry Cycle Impact
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Keywordscensored durations; proportional hazard; business cycle; credit cycle; default determinants; default prediction;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-05-14 (All new papers)
- NEP-BEC-2005-05-14 (Business Economics)
- NEP-ENT-2005-05-14 (Entrepreneurship)
- NEP-FIN-2005-05-14 (Finance)
- NEP-RMG-2005-05-14 (Risk Management)
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