On Correlation and Default Clustering in Credit Markets
| Year of publication: |
2013
|
|---|---|
| Authors: | Berndt, Antje ; Ritchken, Peter ; Sun, Zhiqiang |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 23.2013, 7 (8.5.), p. 2680-2679
|