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Macroeconomic Dynamics and Credit Risk: A Global Perspective. (2003). Schuermann, Til ; Pesaran, M ; Treutler, Bjoern-Jakob ; Weiner, Scott M..
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_995.

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  27. Sectoral fragility: factors and dynamics. (2005). Alves, Ivan .
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  28. Simulation based stress tests of banks regulatory capital adequacy. (2004). Jokivuolle, Esa ; Peura, Samu .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:8:p:1801-1824.

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  29. A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II. (2003). Kräussl, Roman.
    In: CFS Working Paper Series.
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  30. Subprime and Prime Mortgages – Loss Distributions. (2003). Pennington-Cross, Anthony.
    In: FHFA Staff Working Papers.
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  31. Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model. (2003). Schuermann, Til ; Pesaran, M ; Hashem, PESARAN M. ; Scott, WEINER ; Til, SCHUERMANN .
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  32. Macroeconomic Dynamics and Credit Risk: A Global Perspective. (2003). Schuermann, Til ; Pesaran, M ; Treutler, Bjoern-Jakob ; Weiner, Scott M..
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  33. Macroeconomic Dynamics and Credit Risk: A Global Perspective. (2003). Schuermann, Til ; Pesaran, M ; Treutler, Bjorn-Jakob ; Weiner, Scott M..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0330.

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  34. Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates. (2002). Schuermann, Til ; Kuritzkes, Andrew ; Weiner, Scott M..
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  35. The New Basel Capital Accord and Questions for Research. (). Schuermann, Til ; Saidenberg, Marc ; May, .
    In: Center for Financial Institutions Working Papers.
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  36. Macroeconomic Dynamics and Credit Risk: A Global Perspective. (). Schuermann, Til ; Pesaran, M ; April, ; Weiner, Scott M. ; Treutler, Bjorn-Jakob .
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:03-13.

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