The domino effect of credit defaults : test of asymmetric default correlations using realised default data
Leon Li and Carl Chen
| Year of publication: |
2018
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|---|---|
| Authors: | Li, Leon ; Chen, Carl R. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 44, p. 4803-4813
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| Subject: | bankruptcy | credit quality | credit risk management | Default correlation | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Korrelation | Correlation | Theorie | Theory | Kreditwürdigkeit | Credit rating | Risikomanagement | Risk management | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1467553 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012061636