Stress-testing euro area corporate default probabilities using a global macroeconomic model
Year of publication: |
2010
|
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Authors: | Castrén, Olli ; Dées, Stéphane ; Zaher, Fadi |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 6.2010, 2, p. 64-78
|
Subject: | Unternehmensfinanzierung | Corporate finance | Multinationales Unternehmen | Transnational corporation | Wirkungsanalyse | Impact assessment | Globalisierung | Globalization | Schock | Shock | Insolvenz | Insolvency | Eurozone | Euro area | VAR-Modell | VAR model | Theorie | Theory | 1979-2005 |
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