Default Clustering Risks in Commercial Mortgage-Backed Securities
Year of publication: |
2012
|
---|---|
Authors: | Fan, Gang-Zhi ; Sing, Tien ; Ong, Seow |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 45.2012, 1, p. 110-127
|
Publisher: |
Springer |
Subject: | Default cluster | Counterparty risk | Intensity model | Subordination structure |
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