Can macro variables used in stress testing forecast the performance of banks?
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References listed on IDEAS
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- Covas, Francisco B. & Rump, Ben & Zakrajšek, Egon, 2014.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-09-16 (All new papers)
- NEP-BAN-2012-09-16 (Banking)
- NEP-FOR-2012-09-16 (Forecasting)
- NEP-MAC-2012-09-16 (Macroeconomics)
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