Nowcasting and forecasting global financial sector stress and credit market dislocation
Year of publication: |
2014
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Authors: | Schwaab, Bernd ; Koopman, Siem Jan ; Lucas, André |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 3, p. 741-758
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Subject: | Financial crisis | Systemic risk | Credit portfolio models | Frailty-correlated defaults | State-space methods | Distress indicators | Finanzkrise | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Welt | World | Kreditmarkt | Credit market | Wirtschaftsindikator | Economic indicator | Systemrisiko |
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