Default-implied asset correlation : empirical study for Moroccan companies
Mustapha Ammari, Ghizlane Lakhnati
| Year of publication: |
2017
|
|---|---|
| Authors: | Ammari, Mustapha ; Lakhnati, Ghizlane |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 2, p. 415-425
|
| Subject: | Default-implied Asset Correlation | Credit Risk Modeling | Asymptotic Single Risk Factor | Kreditrisiko | Credit risk | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011789290