Default correlation : rating, industry ripple effect, and business cycle
Year of publication: |
2019
|
---|---|
Authors: | Qi, Howard ; Shi, Jian ; Xie, Yan Alice |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 30, p. 3256-3273
|
Subject: | and recession | bond rating | Default correlation | industries | Konjunktur | Business cycle | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Insolvenz | Insolvency | Korrelation | Correlation | Anleihe | Bond | Schätzung | Estimation |
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