The synchronization of credit cycles
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DOI: 10.1016/j.jbankfin.2017.05.011
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More about this item
Keywords
Clustering; Credit booms; Credit cycles; Synchronization;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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