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Alessi, Lucia and you may Detken, Carsten (2018), “Pinpointing extreme borrowing progress and you may influence”, Record away from Economic Balances, Vol
Alessi, Lucia and you may Detken, Carsten (2018), “Pinpointing extreme borrowing progress and you may influence”, Record away from Economic Balances, Vol And additionally interest rate chance, households’ resilience so you’re able to earnings surprises was examined having fun with a likelihood of default (PD) design. There are options for estimating PDs: one of them […]