Latent fragility: Conditioning banks' joint probability of default on the financial cycle
Journal of International Money and Finance, 146, 103107
Journal of International Money and Finance, 146, 103107
Journal of Economic Dynamics and Control, 159, 104793
Journal of Financial Economics, 150(1), 46-67
Research highlight
Journal of Finance, 78 (6), 3099-3140
Journal of Econometrics, 235 (2), 2125-2154
Journal of Financial Markets, 66, 100853
The British Accounting Review, 55 (4),101171