Credit risk; Market risk; Business Cycle; Vasicek; MIDAS
Pick, A.
hdl.handle.net/2105/55717
Econometrie
Erasmus School of Economics

Wal, A. van der. (2021, January 18). Modelling the interaction between market and credit risk for different economic environments under Basel III. Econometrie. Retrieved from http://hdl.handle.net/2105/55717