Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics☆

Journal of Banking & Finance, no. 2 (2009): 281-299

引用312|浏览13
下载 PDF 全文
引用

摘要

Understanding if credit risk is driven mostly by idiosyncratic firm characteristics or by systematic factors is an important issue for the assessment of financial stability. By exploring the links between credit risk and macroeconomic developments, we observe that in periods of economic growth there may be some tendency towards excessive ...更多

代码

数据

作者
0
您的评分 :

暂无评分

标签
评论
avatar
数据免责声明
页面数据均来自互联网公开来源、合作出版商和通过AI技术自动分析结果,我们不对页面数据的有效性、准确性、正确性、可靠性、完整性和及时性做出任何承诺和保证。若有疑问,可以通过电子邮件方式联系我们:report@aminer.cn