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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"The Wharton Financial Institutions Center"
~subject:"Financial crisis"
~subject:"Kreditrisiko"
~type_genre:"Non-commercial literature"
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Correlated default and parameter risk
Schmelzle, Martin
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2018
Persistent link: https://www.econbiz.de/10012167010
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Liquidity
shocks, systemic risk, and market collapse : theory and application to the market for perps
Fernando, Chitru S.
(
contributor
); …
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656753
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What do we know about loss given default?
Schuermann, Til
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contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001944584
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