Multi-Period Defaults and Maturity Effects on Economic Capital in a Ratings-Based Default-Mode Model
| Year of publication: |
2008
|
|---|---|
| Authors: | Gürtler, Marc ; Heithecker, Dirk |
| Published in: |
Die Betriebswirtschaft : DBW. - Stuttgart : Schäffer-Poeschel, ISSN 0342-7064, ZDB-ID 2130531. - Vol. 68.2008, 5, p. 501-524
|