Capital requirements and business cycle regimes : forward-looking modelling of default probabilities
Chiara Pederzoli, Costanza Torricelli
| Year of publication: |
2005
|
|---|---|
| Authors: | Pederzoli, Chiara ; Torricelli, Costanza |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 12, p. 3121-3140
|
| Subject: | Konjunktur | Business cycle | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | USA | United States | Basler Akkord | Basel Accord | 1971-2002 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003203855