Global Business Cycles and Credit Risk
Year of publication: |
2005
|
---|---|
Authors: | Pesaran, M. Hashem ; Schuermann, Til ; Treutler, Björn-Jakob |
Institutions: | CESifo |
Subject: | risk management | default dependence | economic interlinkages | portfolio choice |
-
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification
Pesaran, M Hashem, (2005)
-
Global business cycles and credit risk
Pesaran, Mohammad Hashem, (2005)
-
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification
Pesaran, M. Hashem, (2005)
- More ...
-
Macroeconomic Dynamics and Credit Risk: A Global Perspective
Schuermann, Til, (2003)
-
Macroeconomic dynamics and credit risk : a global perspective
Pesaran, M. Hashem, (2006)
-
Global business cycles and credit risk
Pesaran, M. Hashem, (2006)
- More ...