Industry specific defaults
Tae Yeon Kwon, Yoonjung Lee
| Year of publication: |
2018
|
|---|---|
| Authors: | Kwon, Tae Yeon ; Lee, Yoonjung |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 45.2018, p. 45-58
|
| Subject: | Between industries default correlation | Frailty | Intensity credit risk model | MCEM | Within industry default correlation | Kreditrisiko | Credit risk | Korrelation | Correlation | Insolvenz | Insolvency | Theorie | Theory | Industrie | Manufacturing industries | Schätzung | Estimation | Branche | Economic sector |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012102441