Asset correlations and credit portfolio risk : an empirical analysis
Year of publication: |
2008
|
---|---|
Authors: | Duellmann, Klaus ; Scheicher, Martin ; Schmieder, Christian |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 4.2008/09, 2, p. 37-62
|
Subject: | Eurozone | Euro area | Börsenkurs | Share price | Korrelation | Correlation | Kreditrisiko | Credit risk | 1996-2004 |
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