Carlos González-Aguado

Centre for Monetary and Financial Studies (CEMFI)

Casado del Alisal 5

28014 Madrid

Spain

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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Top 10,958

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7

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85

Scholarly Papers (3)

1.

Recovery Rates, Default Probabilities and the Credit Cycle

Journal of Banking and Finance, Vol. 34, No. 4, 2010
Number of pages: 37 Posted: 30 Nov 2006 Last Revised: 06 Jan 2011
Max Bruche and Carlos González-Aguado
Humboldt University of Berlin and Centre for Monetary and Financial Studies (CEMFI)
Downloads 886 (27,279)
Citation 7

Abstract:

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credit, recovery rate, default probability, business cycle, capital requirements, Markov chain

2.

Determinants of Corporate Default: A BMA Approach

Banco de Espana Working Paper No. 1221
Number of pages: 22 Posted: 13 Jun 2012
Carlos González-Aguado and Enrique Moral-Benito
Centre for Monetary and Financial Studies (CEMFI) and Banco de España
Downloads 72 (339,731)
Citation 46

Abstract:

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default probabilities, Bayesian model averaging, credit risk

3.

Interest Rates and Credit Risk

CEPR Discussion Paper No. DP8398
Number of pages: 44 Posted: 26 May 2011
Carlos González-Aguado and Javier Suarez
Centre for Monetary and Financial Studies (CEMFI) and Centre for Monetary and Financial Studies (CEMFI)
Downloads 3 (659,936)
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Abstract:

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credit risk, firm dynamics, interest rates, search for yield, short-term debt