Correlation in credit risk changes
Year of publication: |
2012
|
---|---|
Authors: | Pu, Xiaoling ; Zhao, Xinlei |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 4, p. 1093-1106
|
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Korrelation | Correlation |
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