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기업부문 예상부도확률(EDF)과 거시경제변수의 관계 연구
Interdependencies between Corporate EDF and the Macro Economy
- Authors
- 김신영
- 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
- http://hdl.handle.net/10371/157058
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000031418
- Files in This Item: There are no files associated with this item.
- Appears in Collections:
- College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Master's Degree_경제학부)
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