Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics

A. Lucas, B. Schwaab, X. Zhang

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages40
Publication statusPublished - 2013

Publication series

NameTI Discussion Paper
No.13-063/IV/DSF56

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