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Modeling credit contagion via the updating of fragile beliefs
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - Federal Reserve Bank of Chicago - 2012
-weight the posterior probabilities of ‘bad’ states. We estimate the model using panel data on sovereign Euro-zone CDS spreads …
Persistent link: https://www.econbiz.de/10010592576
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Economic perspectives
Federal Reserve Bank of Chicago - Chicago, Ill. : Research Dept. of the Federal Reserve Bank - 1.1977 - 6.1982; 13.1989 -
Persistent link: https://www.econbiz.de/10000361175
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Proceedings of a Conference on Bank Structure and Competition
Conference on Bank Structure and Competition; Federal … - Chicago, Ill. : Bank - 11.1975-25.1989
Persistent link: https://www.econbiz.de/10000478796
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The declining? role of banking : proceedings
1994
Persistent link: https://www.econbiz.de/10000900196
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Cost effective control of urban smog : papers presented at a conference
Kosobud, Richard F. (contributor);  … - 1993
Persistent link: https://www.econbiz.de/10000875596
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The Great Lakes economy : a resource and industry profile of the Great Lakes states
1985 - 1. ed
Persistent link: https://www.econbiz.de/10000724175
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Credit markets in transition : proceedings
1992
Persistent link: https://www.econbiz.de/10000860987