Default correlation: Correlation evidence - Like ratings, default correlation is an area of fierce industry debate. But any fundamental, long-term investor searching for fair value in credit correlation will want to understand what the historical data actually says. Here, the authors address this need.-
| Year of publication: |
2003
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|---|---|
| Authors: | Servigny, Arnaud de ; Renault, Olivier |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 16.2003, 7, p. 90-94
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