Integrating macroeconomic risk factors into credit portfolio models
Alfred Hamerle; Andreas Dartsch; Rainer Jobst; Kilian Plank
| Year of publication: |
2011
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|---|---|
| Authors: | Hamerle, Alfred ; Dartsch, Andreas ; Jobst, Rainer ; Plank, Kilian |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 5.2011, 2, p. 3-24
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911504