Macroeconomic dynamics and credit risk: A global perspective

Journal of Money, Credit and Banking

Volumn 38, Issue 5, 2006, Pages 1211-1261

  Pesaran, M Hashem ^a   Schuermann, Til ^b,c   Treutler, Björn Jakob ^d   Weiner, Scott M ^d  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b FEDERAL RESERVE BANK OF NEW YORK   (United States)

^c UNIVERSITY OF PENNSYLVANIA   (United States)

^d Mercer Oliver Wyman ^*

Author keywords

Default correlation; Economic interlinkages; Loss forecasting; Risk management

Indexed keywords

EID: 33747074388     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2006.0074     Document Type: Article

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