NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Global Business Cycles and Credit Risk

M. Hashem Pesaran, Til Schuermann, Bjorn-Jakob Treutler

Chapter in NBER book The Risks of Financial Institutions (2006), Mark Carey and René M. Stulz, editors (p. 419 - 474)
Conference held October 22-23, 2004
Published in January 2007 by University of Chicago Press
© 2006 by the National Bureau of Economic Research

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This chapter first appeared as NBER working paper w11493, Global Business Cycles and Credit Risk, M. Hashem Pesaran, Til Schuermann, Björn-Jakob Treutler
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