Macro-financial determinants of default probability using copula : a case study of Indonesian banks
Year of publication: |
2022
|
---|---|
Authors: | Muhajir, Maulana Harris ; Six, Pierre ; Ahn, Jung-Hyun |
Published in: |
Bulletin of monetary economics and banking. - Jakarta : Bank Indonesia, ISSN 2460-9196, ZDB-ID 2819944-3. - Vol. 25.2022, 4, p. 597-622
|
Subject: | Copula | Default probability | Macroeconomic variables | Panel-data | Multivariate Verteilung | Multivariate distribution | Kreditrisiko | Credit risk | Indonesien | Indonesia | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory |
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