macro_data.csv
Creators:
Bart Keijsers
;
Bart F. Diris
;
Erik Kole
From the dataset abstract
Based on unique data we show that macro variables, the default rate and loss given default of bank loans share common cyclical components. The innovation in our model is the distinction...
Source: Cyclicality in losses on bank loans (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/dff4d057-6585-444c-b45e-eb455a7df35d/resource/254d7fb0-e833-451e-a060-cd83c21fa63b/download/macro_data.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
