Empirical Implementation of a 2-factor structural model for loss-given-default
Year of publication: |
2011
|
---|---|
Authors: | Jacobs Jr., Michael |
Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 31.2011, p. 31-43
|
Subject: | Kreditrisiko | Credit risk | Wirtschaftsmodell | Economic model | Schätzung | Estimation | USA | United States |
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