Assessing Municipal Bond Default Probabilities
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- Janda, Karel & Moreira, David, 2016. "Credit risk modelling: default probabilities for Portuguese municipalities," MPRA Paper 74561, University Library of Munich, Germany.
More about this item
Keywordsmunicipal bonds; municipal bankruptcy; default probability model;
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- H74 - Public Economics - - State and Local Government; Intergovernmental Relations - - - State and Local Borrowing
- R51 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Regional Government Analysis - - - Finance in Urban and Rural Economies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-05-11 (All new papers)
- NEP-RMG-2013-05-11 (Risk Management)
- NEP-URE-2013-05-11 (Urban & Real Estate Economics)
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