author = { Kim, Hyeongwoo AND Son, Jisoo },

title = { What charge‐off rates are predictable by macroeconomic latent factors? },

publisher = {Auburn University, Department of Economics},

keywords = { Net Charge-Off Rate , Top 10 Bank Holding Companies , Disaggregated Loan CORs , Principal Component Analysis , Partial Least Squares , Out-of-Sample Forecast , Graue Literatur },

year = {February 2024},

booktitle = {Working paper series / Auburn University, Department of Economics ; AUWP 2024, 01},

address = { [Auburn, AL] },

url = { http://slubdd.de/katalog?TN_libero_mab2 }