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기업부문 예상부도확률(EDF)과 거시경제변수의 관계 연구 : Interdependencies between Corporate EDF and the Macro Economy
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- Authors
- Advisor
- 김인준
- Major
- 경제학부
- Issue Date
- 2011-08
- Publisher
- 서울대학교 대학원
- Keywords
- 신용위험 ; EDF ; 거시경제변수 ; VAR ; 충격반응함수 ; 예측 ; credit risk ; macroeconomic variable ; Impulse Response Function ; Forecasting
- Description
- 학위논문 (석사)-- 서울대학교 대학원 : 경제학부, 2011.8. 김인준.
- Language
- kor
- URI
- https://hdl.handle.net/10371/157058
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000031418
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