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  • Search: subject:"Net charge-off rate"
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Year of publication
Subject
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Bank 4 Forecasting model 4 Hauptkomponentenanalyse 4 Principal component analysis 4 Prognoseverfahren 4 Theorie 4 Theory 4 Net Charge-Off Rate 3 Out-of-Sample Forecast 3 Partial Least Squares 3 Partial least squares 3 Principal Component Analysis 3 Disaggregated Loan CORs 2 Factor analysis 2 Faktorenanalyse 2 Kleinste-Quadrate-Methode 2 Least squares method 2 Partielle kleinste Quadrate 2 Top 10 Bank Holding Companies 2 Bank Holding Companies 1 Disaggregated loan CORs 1 Holding 1 Holding company 1 Net charge-off rate 1 Out-of-sample forecast 1 Top 10 bank holding companies 1 USA 1 United States 1
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Online availability
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Free 4
Type of publication
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Book / Working Paper 3 Article 1
Type of publication (narrower categories)
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Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 4
Author
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Kim, Hyeongwoo 4 Son, Jisoo 4
Published in...
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Working paper series / Department of Economics, Auburn University 3 Journal of financial stability 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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What charge‐off rates are predictable by macroeconomic latent factors?
Kim, Hyeongwoo; Son, Jisoo - 2024
Persistent link: https://www.econbiz.de/10014514177
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What charge-off rates are predictable by macroeconomic latent factors?
Kim, Hyeongwoo; Son, Jisoo - In: Journal of financial stability 74 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10015083505
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Cover Image
What charge‐off rates are predictable by macroeconomic latent factors?
Kim, Hyeongwoo; Son, Jisoo - 2023
Persistent link: https://www.econbiz.de/10014380760
Saved in:
Cover Image
Forecasting net charge‐off rates of large U.S. bank holding companies using macroeconomic latent factors
Kim, Hyeongwoo; Son, Jisoo - 2023
Persistent link: https://www.econbiz.de/10014249738
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