Macroeconomic factors and micro-level bank risk
作者： Sandra Eickmeier , Esteban Prieto , Claudia M. Buch
DOI:
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摘要: … macroeconomic or aggregate financial datasets, while we fit our FAVAR to micro-level data. … We finally assess how omitting information extracted from the micro-level banking dataset …
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bundesbank.de 参考文章(96)
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