Ioan, Trenca; Anamaria, Benyovszki - In: Annals of Faculty of Economics 3 (2009) 1, pp. 682-689
The main goal of this study is to apply a macroeconomic credit risk model which links a set of macroeconomic factors and industry-specific corporate sector default rates using Romanian data over the time period from 2002:2 to 2008:2. Using the modeled and