Modeling frailty-correlated defaults using many macroeconomic covariates
Siem Jan Koopman; André Lucas; Bernd Schwaab
| Year of publication: |
2011
|
|---|---|
| Authors: | Koopman, Siem Jan ; Lucas, André ; Schwaab, Bernd |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 162.2011, 2, p. 312-325
|
| Subject: | Theorie | Theory | Makroökonomik | Macroeconomics | Korrelation | Correlation | Insolvenz | Insolvency |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009270628