Title of article :
Empirical credit cycles and capital buffer formation
Author/Authors :
Siem Jan Koopman، نويسنده , , Andre Lucas، نويسنده , , Pieter Klaassen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Dynamic models , Common factors , Procyclicality , Capital requirements , credit risk , Credit cycles
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance