Michelle Welch

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

1

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198

CITATIONS

8

Scholarly Papers (1)

1.

Can Macro Variables Used in Stress Testing Forecast the Performance of Banks?

FEDS Working Paper No. 2012-49
Number of pages: 30 Posted: 22 Dec 2012
Luca Guerrieri and Michelle Welch
Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 198 (152,330)
Citation 9

Abstract:

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Forecast combinations, macro variables, banking conditions, stress test