• Graduate program
  • Research
  • News
  • Events
    • Summer School
      • Climate Change
      • Gender in Society
      • Inequalities in Health and Healthcare
      • Business Data Science Summer School Program
      • Receive updates
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • Conference: Consumer Search and Markets
    • Annual Tinbergen Institute Conference
  • Summer School
    • Climate Change
    • Gender in Society
    • Inequalities in Health and Healthcare
    • Business Data Science Summer School Program
    • Receive updates
  • Alumni
  • Magazine

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