The empirical relationship between average asset correlation, firm probability of default, and asset size
Jose A. Lopez
| Year of publication: |
2004
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|---|---|
| Authors: | López, José A. |
| Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 13.2004, 2, p. 265-283
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| Subject: | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Insolvenz | Insolvency | USA | United States | EU-Staaten | EU countries | Japan |
| 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/10002062671