Default probability and credit risk : empirical evidence from reduced form model based on intensity
Tarek Chebbi; Slaheddine Hellara
| Year of publication: |
2009
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|---|---|
| Authors: | Chebbi, Tarek ; Hellara, Slaheddine |
| Published in: |
Banking and finance letters : BFL. - Famagusta : International Economic Society Publ. Group, ISSN 1308-6588, ZDB-ID 2561214-1. - Vol. 1.2009, 3, p. 111-118
|
| Subject: | Kreditrisiko | Credit risk | Prognose | Forecast | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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/10003985856