An analytic approach to credit risk of large corporate bond and loan portfolios
Year of publication: |
2001
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Authors: | Lucas, André ; Klaassen, Pieter ; Spreij, Peter ; Straetmans, Stefan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 25.2001, 9, p. 1635-1664
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