Cyclical correlations, credit contagion, and portfolio losses
Year of publication: |
2004
|
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Authors: | Giesecke, Kay ; Weber, Stefan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 28.2004, 12, p. 3009-3036
|
Subject: | Kreditrisiko | Credit risk | Konjunktur | Business cycle | Interindustrielle Verflechtung | Inter-industry linkages | Portfolio-Management | Portfolio selection | Theorie | Theory | Korrelation | Correlation |
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