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Business and default cycles for credit risk
Koopman, Siem Jan; Lucas, André - In: Journal of applied econometrics 20 (2005) 2, pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
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Modeling financial sector joint tail risk in the Euro Area
Lucas, André; Schwaab, Bernd; Zhang, Xin - In: Journal of applied econometrics 32 (2017) 1, pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - In: Journal of applied econometrics 32 (2017) 2, pp. 296-317
Persistent link: https://www.econbiz.de/10011689783