Macro, industry and frailty effects in defaults: The 2008 credit crisis in perspective

S.J. Koopman, A. Lucas, B. Schwaab

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Number of pages40
Publication statusPublished - 2010

Publication series

NameTI Discussion Papers Series
No.10-004/2

Cite this

Koopman, S. J., Lucas, A., & Schwaab, B. (2010). Macro, industry and frailty effects in defaults: The 2008 credit crisis in perspective. (TI Discussion Papers Series; No. 10-004/2). Amsterdam: Tinbergen Instituut (TI).
Koopman, S.J. ; Lucas, A. ; Schwaab, B. / Macro, industry and frailty effects in defaults: The 2008 credit crisis in perspective. Amsterdam : Tinbergen Instituut (TI), 2010. (TI Discussion Papers Series; 10-004/2).
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Koopman, SJ, Lucas, A & Schwaab, B 2010 'Macro, industry and frailty effects in defaults: The 2008 credit crisis in perspective' TI Discussion Papers Series, no. 10-004/2, Tinbergen Instituut (TI), Amsterdam.

Macro, industry and frailty effects in defaults: The 2008 credit crisis in perspective. / Koopman, S.J.; Lucas, A.; Schwaab, B.

Amsterdam : Tinbergen Instituut (TI), 2010. (TI Discussion Papers Series; No. 10-004/2).

Research output: Working paperProfessional

TY - UNPB

T1 - Macro, industry and frailty effects in defaults: The 2008 credit crisis in perspective

AU - Koopman, S.J.

AU - Lucas, A.

AU - Schwaab, B.

PY - 2010

Y1 - 2010

M3 - Working paper

T3 - TI Discussion Papers Series

BT - Macro, industry and frailty effects in defaults: The 2008 credit crisis in perspective

PB - Tinbergen Instituut (TI)

CY - Amsterdam

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Koopman SJ, Lucas A, Schwaab B. Macro, industry and frailty effects in defaults: The 2008 credit crisis in perspective. Amsterdam: Tinbergen Instituut (TI). 2010. (TI Discussion Papers Series; 10-004/2).