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~isPartOf:"Essays on the measurement of credit risk"
~isPartOf:"KOF dissertation series"
~subject:"Financial sector"
~subject:"Stresstest"
~subject:"World"
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Essays on the measurement of credit risk
KOF dissertation series
IMF country report
31
IMF working papers
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Stress testing : principles, concepts, and frameworks
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Interactions of financial crises with the economy and the role of macroprudential policies
Boskovic, Ana
-
2021
Persistent link: https://www.econbiz.de/10013549010
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2
Connecting rating migration matrices and the business cycle by means of generalized regression models
Pfeuffer, Marius
;
Fischer, Matthias
- In:
Essays on the measurement of credit risk
,
(pp. 75-90)
.
2017
Persistent link: https://www.econbiz.de/10011901177
Saved in:
3
Stress testing German industry sectors: results from a vine copula based quantile regression
Fischer, Matthias
;
Kraus, Daniel
;
Pfeuffer, Marius
; …
- In:
Essays on the measurement of credit risk
,
(pp. 91-108)
.
2017
Persistent link: https://www.econbiz.de/10011901180
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