Macroeconomic Dynamics and Credit Risk: A Global Perspective

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

DOI: 10.2139/ssrn.432903

SSRN Electronic Journal

Data up to Jan 2025

Published2003

Citations81

References2

Fields

Economics Business Computer science Sociology Financial system Financial economics Actuarial science

Total Citations Per Year

Abstract

References (2)

The Econometrics of Financial Markets

2012 • 6,595 citations

Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing

2001 • 114 citations

Cited By (0)

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