Estimating probability of default for systemically important financial institutions during Covid-19 pandemic : evidence from Europe and USA
Year of publication: |
2022
|
---|---|
Authors: | Anton, George ; Cepoi, Cosmin Octavian ; Huidumac-Petrescu, Cătălin-Emilian |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 25.2022, 2, p. 44-53
|
Subject: | KMV model | COVID-19 pandemic | systemic risk | Coronavirus | Systemrisiko | Systemic risk | Europa | Europe | Epidemie | Epidemic | Wirkungsanalyse | Impact assessment | EU-Staaten | EU countries | USA | United States |
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