Macro-Financial Determinants Of Default Probability Using Copula: A Case Study Of Indonesian Banks
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DOI: https://doi.org/10.21098/bemp.v25i4.1748
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Keywords
Macroeconomic variables; Default probability; Panel-data; Copula;All these keywords.
JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
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