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

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Name	TI Discussion Papers Series
No.	10-004/2

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@techreport{755f0ea3af51494f998589d9f78a9534,

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

author = "S.J. Koopman and A. Lucas and B. Schwaab",

year = "2010",

language = "English",

series = "TI Discussion Papers Series",

publisher = "Tinbergen Instituut (TI)",

number = "10-004/2",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

}