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~institution:"Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance"
~institution:"Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid"
~institution:"Financialisation, Economy, Society & Sustainable Development (FESSUD) Project"
~institution:"Hong Kong Monetary Authority"
~subject:"Macro-prudential Policy"
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Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
Financialisation, Economy, Society & Sustainable Development (FESSUD) Project
Hong Kong Monetary Authority
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Does the GARCH Structural Credit Risk Model Make a Difference?
Lehnert, Thorsten
;
Jin, Xisong
;
Simone, Francisco Nadal de
-
Centre de Recherche en Économie Appliquée (CREA), …
-
2011
risk
.
Models
are evaluated by comparing their ability to correctly and timely identify changes in risk indicators …
Persistent link: https://www.econbiz.de/10010900746
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