Open AccessA Solution to the Default Risk-Business Cycle Disconnect
Author(s) -
Enrique G. Mendoza,
Vivian Z. Yue
Publication year - 2008
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2008.924
Subject(s) - sovereign default , business cycle , monetary economics , economics , debt , default , probability of default , working capital , default risk , consumption (sociology) , credit risk , margin (machine learning) , capital (architecture) , econometrics , sovereignty , sovereign debt , macroeconomics , finance , history , social science , archaeology , machine learning , sociology , politics , political science , computer science , law