Does modeling framework matter? A comparative study of structural and reduced-form models
Year of publication: |
2011
|
---|---|
Authors: | Gündüz, Yalin ; Uhrig-Homburg, Marliese |
Institutions: | Deutsche Bundesbank |
Subject: | credit risk | structural models | reduced-form models | default intensity | stationary leverage | credit default swaps |
-
Does modeling framework matter? A comparative study of structural and reduced-form models
Gündüz, Yalin, (2011)
-
Does modeling framework matter? A comparative study of structural and reduced-form models
Gündüz, Yalin, (2014)
-
Does modeling framework matter? : a comparative study of structural and reduced-form models
Gündüz, Yalın, (2014)
- More ...
-
Estimating endogenous liquidity using transaction and order book information
Durand, Philippe, (2012)
-
The price impact of CDS trading
Gündüz, Yalin, (2013)
-
Sovereign default swap market efficiency and country risk in the eurozone
Gündüz, Yalin, (2013)
- More ...