Search Results - subject:"corporate default probability"

Does economic policy uncertainty matter to corporate default probability? : findings from theoretic analyses and China’s listed firms

Liu, Junrong; Deng, Guoying; Yan, Jingzhou; Ma, Shibo - 2025

Persistent link: https://www.econbiz.de/10015359884

Global macro-financial shocks and expected default frequencies in the euro area

Castrén, Olli; Dées, Stéphane; Zaher, Fadi - European Central Bank - 2008

Modelling the link between the global macro-financial factors and firms’ default probabilities constitutes an elementary part of financial sector stress-testing frameworks. Using the Global Vector Autoregressive(GVAR) model and constructing a linking satellite equation for the firm-level...

Persistent link: https://www.econbiz.de/10005344829

Global macro-financial shocks and expected default frequencies in the euro area

Castrén, Olli; Dées, Stéphane; Zaher, Fadi - 2008

Persistent link: https://www.econbiz.de/10011604921