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Macroeconomics and Credit Risk: A Global Perspective · Study

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PreprintMacroeconomics and Credit Risk: A Global Perspective

M. Hashem Pesaran2003

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Preprintgreen2003

Macroeconomics and Credit Risk: A Global Perspective

M. Hashem Pesaran · Björn-Jakob Treutler · Til Schuermann · Scott M. Weiner

49 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1980Macroeconomics and Reality 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1998Generalized impulse response analysis in linear multivariate models 1995Estimating long-run relationships from dynamic heterogeneous panels 1996Impulse response analysis in nonlinear multivariate models 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS

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2009Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective 2007Global Business Cycles and Credit Risk 2005Advancing Loss Given Default Prediction Models: How the Quiet Have Quickened 2006An integrated multi-model credit rating system for private firms 2006A long-run structural model of the UK

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Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations49

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.396580

openalex_workW73982427

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