Macroeconomic environment and credit risk

Finance a Uver - Czech Journal of Economics and Finance

Volumn 57, Issue 1-2, 2007, Pages 60-78

  Jakubík, Petr ^a  

^a CHARLES UNIVERSITY   (Czech Republic)

Author keywords

Banking; Credit risk; Default rate; Latent factor model; Stress test

Indexed keywords

EID: 33947152387     PISSN: 00151920     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review

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