An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal

Reference : An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the M...


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/5800

Title :	An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal
Language :	English
Author, co-author :	Jin, Xisong [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
	Nadal de Simone, Francisco [Banque Centrale du Luxembourg]
Publication date :	25-Apr-2012
Peer reviewed :	Yes
Event name :	Publication of the 2012 Financial Stability Review of Central Bank of Luxembourg
Event date :	25-04-2012
Permalink :	http://hdl.handle.net/10993/5800

File(s) associated to this reference

Fulltext file(s):

	File	Commentary	Version	Size	Access
Limited access	BCLWP075.pdf		Publisher postprint	4.11 MB	Request a copy

All documents in ORBi^lu are protected by a user license.