Cyclicality in losses on bank loans-Reference-Cited by-同舟云学术

Cyclicality in losses on bank loans

Published:2018-03-24 Issue:4 Volume:33 Page:533-552
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J Appl Econ

Author:

Keijsers Bart¹²,Diris Bart¹²,Kole Erik¹²

Affiliation:

1. Econometric Institute, Erasmus School of EconomicsErasmus University Rotterdam Rotterdam Netherlands

2. Tinbergen InstituteErasmus University Rotterdam Rotterdam The Netherlands

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2612

Reference37 articles.

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3. The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*

4. Azizpour S. Giesecke K. &Schwenkler G.(2015).Exploring the sources of default clustering (Technical report).Boston MA: Boston University Questrom School of Business.

5. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t -distribution

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