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Search: subject:"factor-augmented vector autoregressive (FAVAR) model"
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A FAVAR modeling approach to credit risk stress testing and its application to the Hong Kong banking industry
Wang, Zhifeng
;
Wei, Fangying
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 97-118
Persistent link: https://www.econbiz.de/10014336011
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