Correlations and Business Cycles of Credit Risk: Evidence from Bankruptcies in Germany
Year of publication: |
2003
|
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Authors: | Rösch, Daniel |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Universität Regensburg |
Subject: | Kreditrisiko | Credit risk dependencies | credit risk models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 380 |
Classification: | G28 - Government Policy and Regulation ; G20 - Financial Institutions and Services. General ; C51 - Model Construction and Estimation |
Source: |
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