Default contagion among credit modalities : evidence from Brazilian data
Year of publication: |
September 2018
|
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Authors: | Alexandre, Michel ; Brito, Giovani A. S. ; Martins, Theo C. |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 14.2018, 3, p. 31-48
|
Subject: | credit default contagion | credit scoring | personal credit | debtor approach | transaction approach | Brazilian credit market | Brasilien | Brazil | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Insolvenz | Insolvency | Kreditgeschäft | Bank lending | Ansteckungseffekt | Contagion effect | Kreditmarkt | Credit market | Finanzkrise | Financial crisis |
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