Macroeconomic variables and default risk : an application of the FAVAR model
Liang Guo; Catherine Bruneau
| Year of publication: |
2014
|
|---|---|
| Authors: | Guo, Liang ; Bruneau, Catherine |
| Published in: |
Revue d'économie politique. - Paris : Dalloz, ISSN 0373-2630, ZDB-ID 241473-9. - Vol. 124.2014, 5, p. 817-857
|
| Subject: | macroeconomic factors | dynamic factor model | credit risk | Kreditrisiko | Credit risk | Theorie | Theory | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Faktorenanalyse | Factor analysis | VAR-Modell | VAR model | Makroökonomik | Macroeconomics | Konjunktur | Business cycle | Wirtschaftsindikator | Economic indicator | Insolvenz | Insolvency |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010492060