Global Business Cycles and Credit Risk

M. Hashem Pesaran, Til Schuermann & Bjorn-Jakob Treutler
Published Date
Copyright 2006
ISBN 978-0-226-09285-0
The Risks of Financial Institutions
Book: The Risks of Financial Institutions
Book editors: Mark Carey & René M. Stulz
PUBLISHER: University of Chicago Press
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Topics

Econometrics
Estimation Methods
Macroeconomics
Macroeconomic Models
Financial Economics
Financial Institutions

Published From Paper

Global Business Cycles and Credit Risk
- Working Paper
The potential for portfolio diversification is driven broadly by two characteristics: the degree to which systematic...

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