Endogenous defaults, value-at-risk and the business cycle

Issam Samiri

Year of publication:	Arpil 2024
Authors:	Samiri, Issam
Publisher:	London : National Institute of Economic and Social Research
Subject:	RBC \| Value-at-Risk \| bank leverage \| Credit Spreads \| Financial Frictions \| Konjunktur \| Business cycle \| Risikomaß \| Risk measure \| Kreditrisiko \| Credit risk \| Zinsstruktur \| Yield curve \| Bank \| Kapitalstruktur \| Capital structure \| Basler Akkord \| Basel Accord \| Risikoprämie \| Risk premium \| Real-Business-Cycle-Theorie \| Real business cycle model \| Unternehmensanleihe \| Corporate bond

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