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~person:"Van Vuuren, Gary"
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Van Vuuren, Gary
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Asset correlations in single factor credit risk models : an empirical investigation
Stoffberg, Hestia Jacomina
;
Van Vuuren, Gary
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1602-1617
Persistent link: https://www.econbiz.de/10011456702
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A case for economic capital as a Pillar 1 regulatory tool
Jacobs, Johann
;
Van Vuuren, Gary
- In:
The South African journal of economics
82
(
2014
)
2
,
pp. 290-314
Persistent link: https://www.econbiz.de/10010502202
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