Default Correlation Dynamics with Business Cycle and Credit Quality Changes
Year of publication: |
2005
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Authors: | Kim, Mi Ae ; Kim, Tong Suk |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 13.2005, 1, p. 8-27
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