Title:

Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics

Author:

Diana Bonfim (Bank of Portugal)

Journal:

Journal of Banking and Finance

Year:

2009

Volume:

33

Pages:

281-299

JEL codes:

E23 - Production
E32 - Business Fluctuations; Cycles
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
O47 - Measurement of Economic Growth; Aggregate Productivity; Cross-Country Output (Income) Convergence