Macroeconomic conditions, corporate defaults, and economic recessions
In this thesis, I investigate effective predictors for corporate defaults and measurement of economic recessions. I use corporate default probabilities in US industrial firms from April 1980 to December 2014 and effective predictors extracted from 92 macroeconomic and financial variables and I propo...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
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2017
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| Online Access: | https://eprints.nottingham.ac.uk/39401/ |