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Paper / 2019SMQ / 57164098304771
Financing economic activity in Greece: Past challenges and future prospects
Helen Louri / Petros Migiakis
banking / credit marketsResource overview

Financing economic activity in Greece: Past challenges and future prospects

Paper2019

by Helen Louri, Petros Migiakis

Tags
bankingcredit marketseconometricstime series

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Suggested foundations for financial time series and credit and counterparty risk. Specialist prerequisites vary by paper.

Before you read

  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

    Read the fitted relationship and its residuals.

  3. Credit Instruments, PD/LGD/EAD, and Rating Migration

    Separate default probability, loss severity and exposure.

  4. Conditional Expectation

    Read conditional default and exposure quantities.

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  1. Cointegration and Error Correction

    Study long-run relationships without confusing them with correlation.

  2. Regression Assumptions and Diagnostics

    Check the assumptions behind reported estimates.

  3. Threshold Models and the Gaussian Copula for Portfolio Default

    Study dependence between defaults.

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