Título:

Measuring the Covariance Risk of Consumer Debt Portfolios

Autor:

Carlos Madeira (Central Bank of Chile)

Revista:

Journal of Economic Dynamics and Control

Ano:

2019

Volume:

104

Páginas:

21-38

Códigos JEL:

G11 - Portfolio Choice; Investment Decisions
O12 - Microeconomic Analyses of Economic Development
O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance

DOI:

10.1016/j.jedc.2019.05.005