Downgrade Ahead: Dynamic Credit Risk Prediction with Latent Fragility

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Stylianos Asimakopoulos, Nikolaos D. Sakkas, Boxuan Wang
DOI: 10.2139/ssrn.6138938
Cited by: 0

Fields of Study & Subjects

Credit Risk and Financial Regulations Financial Distress and Bankruptcy Prediction Stochastic processes and financial applications

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint