Business cycle and credit risk modeling with jump risks
Bong-Gyu Jang, Yuna Rhee, Ji Hee Yoon
| Year of publication: |
December 2016
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|---|---|
| Authors: | Jang, Bong-Gyu ; Rhee, Yuna ; Yoon, Ji Hee |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 39.2016, Part A, p. 15-36
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| Subject: | credit risk | business cycle | jump risk | credit model | structural model | credit default swap | Kreditrisiko | Credit risk | Theorie | Theory | Konjunktur | Business cycle | Kreditderivat | Credit derivative | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2016.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011663259