Measuring correlated default risk : a new metric and validity tests
Siamak Javadi, Seoyoung Kim, Tim Krehbiel, and Ali Nejadmalyeri
| Year of publication: |
2017
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|---|---|
| Authors: | Javadi, Siamak ; Kim, Seoyoung ; Krehbiel, Timothy L. ; Nejadmalyeri, Ali |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 27.2017, 2, p. 6-29
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| Subject: | Messung | Measurement | Kreditrisiko | Credit risk | Korrelation | Correlation | Theorie | Theory | Insolvenz | Insolvency |
| 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/10011803728