Dynamic Factor Models with Macro, Frailty and Industry Effects for US Default Counts : The Credit Crisis of 2008
Year of publication: |
2012
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Authors: | Koopman, Siem Jan |
Other Persons: | Lucas, Andre (contributor) ; Schwaab, Bernd (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Finanzkrise | Financial crisis | USA | United States | Faktorenanalyse | Factor analysis | Kreditrisiko | Credit risk | Schätzung | Estimation |
Extent: | 1 Online-Ressource (45 p) |
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Series: | ECB Working Paper ; No. 1459 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 13, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2128480 [DOI] |
Classification: | C33 - Models with Panel Data ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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Koopman, Siem Jan, (2012)
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Koopman, Siem Jan, (2012)
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