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subject:"Wirkungsanalyse"
person:"Diebold, Francis X."
~type_genre:"Aufsatz in Zeitschrift"
~subject:"Credit risk"
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Diebold, Francis X.
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1
The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Aruoba, S. …
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 309-338
Persistent link: https://www.econbiz.de/10003298588
Saved in:
2
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
3
Ratings migration and the business cycle, with application to credit portfolio stress testing
Bangia, Anil
;
Diebold, Francis X.
;
Kronimus, André
; …
- In:
Journal of banking & finance
26
(
2002
)
2/3
,
pp. 445-474
Persistent link: https://www.econbiz.de/10001654345
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