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21-059/III - COVID-19, Credit Risk and Macro Fundamentals


  • Authors
    Anna Dubinova, Vrije Universiteit Amsterdam; Andre Lucas, Vrije Universiteit Amsterdam; Sean Telg, Vrije Universiteit Amsterdam
  • Publication date
    June 28, 2021
  • Keywords
    COVID-19, credit risk, macro fundamentals, frailty factors, dynamic latent factors
  • JEL
    G21, C22