Title:

Credit Cycles and Macro Fundamentals

Authors:

Jan Koopman (Free U Amsterdam, Tinbergen Inst)
Roman Kraussl (Free U Amsterdam)
André Lucas (Tinbergen Inst, Free U Amsterdam)
André Monteiro (U Western Australia)

Journal:

Journal Of Empirical Finance

Year:

2009

Volume:

16

Pages:

42-54

JEL codes:

E32 - Business Fluctuations; Cycles
E44 - Financial Markets and the Macroeconomy
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G24 - Investment Banking; Venture Capital; Brokerage; Rating Agencies
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure