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

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

Research output: Working paperProfessional

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

Publication series

NameTI Discussion Papers Series
No.10-004/2

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