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isPartOf:"Journal of business economics : JBE"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Jakob, Kevin"
~subject:"Financial crisis"
~subject:"Portfolio-Management"
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Journal of business economics : JBE
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
Jakob, Kevin
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 29-63
Persistent link: https://www.econbiz.de/10014247865
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A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna
;
Jakob, Kevin
;
Fischer, Matthias
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
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