CREDIT RISK: Default and recovery correlations - a dynamic econometric approach
| Year of publication: |
2007
|
|---|---|
| Authors: | Hamerle, Alfred ; Knapp, Michael ; Wildenauer, Nicole |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 20.2007, 1, p. 100-105
|