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ESTIMATING THE IMPACT OF QUANTITATIVE EASING ON CREDIT RISK THROUGH AN ARMA-GARCH MODEL

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References

2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
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2016Credit Risk modeling for Companies Default Prediction using Neural Networks

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2018Unconventional monetary policies and bank credit in the Eurozone: An events study approach13 cited