Global Business Cycles and Credit Risk

Mohammad Pesaran, Til Schuermann and Bjorn-Jakob Treutler

A chapter in The Risks of Financial Institutions, 2007, pp 419-469 from National Bureau of Economic Research, Inc

JEL-codes: C32 E17 G20 (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (22)

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Working Paper: Global Business Cycles and Credit Risk (2005)
Working Paper: Global Business Cycles and Credit Risk (2005)
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