Latent fragility: Conditioning banks' joint probability of default on the financial cycle

Academic journals

Publication Date

01/08/2024

Journal of International Money and Finance

Publication Authors

Paul Bochmann

Paul Hiebert

Yves Schüler

Miguel Segoviano

Paul Bochmann, Paul Hiebert, Yves Schüler, Miguel A. Segoviano (2024). Latent fragility: Conditioning banks' joint probability of default on the financial cycle. Journal of International Money and Finance, 146, 103107.

doi: 10.1016/j.jimonfin.2024.103107