Nowcasting and forecasting global financial sector stress and credit market dislocation
Bernd Schwaab; Siem Jan Koopman; André Lucas
| Year of publication: |
2014
|
|---|---|
| Authors: | Schwaab, Bernd ; Koopman, Siem Jan ; Lucas, André |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 3, p. 741-758
|
| Subject: | Financial crisis | Systemic risk | Credit portfolio models | Frailty-correlated defaults | State-space methods | Distress indicators | Finanzkrise | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Kreditmarkt | Credit market | Portfolio-Management | Portfolio selection | Systemrisiko | Welt | World | Finanzsektor | Financial sector | Insolvenz | Insolvency | Bankrisiko | Bank risk | Bankenkrise | Banking crisis |
| 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/10010515585