Asset correlations and credit portfolio risk : an empirical analysis
Klaus Duellmann; Martin Scheicher; Christian Schmieder
Year of publication: |
2008
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Authors: | Duellmann, Klaus ; Scheicher, Martin ; Schmieder, Christian |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 4.2008/09, 2, p. 37-62
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