Credit Cycles and Macro Fundamentals

By S. J. Koopman, Roman Kräussl, André Lucas, André A. Monteiro. 2009

147 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/cfb3866239657a1bd4879633ed3a0ab84a60d0b8

Citations in the corpus

• Modeling the Effect of Macroeconomic Factors on Corporate Default and Credit Rating Transitions (2012, unknown): “…reduced form approach has been widely used for credit risk analysis in both academic and real world research, e.g., Jarrow, Lando, and Turnbull (1995) and Jarrow, Lando, and Turnbull (1997), Lando and Skødeberg (2002), Duffie, Saita, and Wang (2007), Koopman et al. (2008) and Koopman et al. (2009).”
• Multiperiod Corporate Default Prediction - A Forward Intensity Approach (2012, unknown): “[22] Koopman, S.”