Title:

Estimation of Default Probabilities Using Incomplete Contracts Data

Authors:

João Santos Silva (CEMAPRE - ISEG, UTL, U Essex)
José Murteira (U Coimbra, CEMAPRE - ISEG, UTL)

Journal:

Journal Of Empirical Finance

Year:

2009

Volume:

16

Pages:

457-465

JEL codes:

G24 - Investment Banking; Venture Capital; Brokerage; Rating Agencies
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages