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