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Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities

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  • Pederzoli, Chiara
  • Torricelli, Costanza

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  • Pederzoli, Chiara & Torricelli, Costanza, 2005. "Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3121-3140, December.
    • Handle: RePEc:eee:jbfina:v:29:y:2005:i:12:p:3121-3140
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