readme.slk.txt
Creators:
Bernd Schwaab
;
Siem Jan Koopman
;
Andre Lucas
From the dataset abstract
We investigate the dynamic properties of systematic default risk conditions for firms in different countries, industries and rating groups. We use a high-dimensional nonlinear...
Source: Global Credit Risk: World, Country and Industry Factors (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/313c407a-f9e9-4bcc-9535-f00e0a9c8bf9/resource/665ea19d-4075-48ef-9b66-6128cd955446/download/readme.slk.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
