Exploring the sources of default clustering
S Azizpour, K. Giesecke, G. Schwenkler
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Azizpour, S ; Giesecke, K. ; Schwenkler, G. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 129.2018, 1, p. 154-183
|
| Subject: | Contagion | Correlated default risk | Default clustering | Frailty | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Theorie | Theory | Regionales Cluster | Regional cluster | Schätzung | Estimation | Clusteranalyse | Cluster analysis | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011982177