Credit risk measurement and procyclicality
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References listed on IDEAS
- Pierre-Olivier Gourinchas & Rodrigo Valdes & Oscar Landerretche, 2001.
"Lending Booms: Latin America and the World,"
The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 47-100, January.
- Gourinchas, Pierre-Olivier & Landerretche, Oscar & Valdés, Rodrigo, 2001. "Lending Booms: Latin America and the World," CEPR Discussion Papers 2811, C.E.P.R. Discussion Papers.
- Pierre-Olivier Gourinchas & Rodrigo Valdes & Oscar Landerretche, 2001. "Lending Booms: Latin America and the World," NBER Working Papers 8249, National Bureau of Economic Research, Inc.
- Nickell, Pamela & Perraudin, William & Varotto, Simone, 2000. "Stability of rating transitions," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 203-227, January.
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"Further Evidence on Business-Cycle Duration Dependence,"
NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 255-284,
National Bureau of Economic Research, Inc.
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Keywordscredit risk measurement; macroeconomy;
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