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~subject:"Kreditrisiko"
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Kreditrisiko
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Castro Iragorri, Carlos Alberto
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Worst-case higher moment risk measure : addressing distributional shifts and procyclicality
Castro Iragorri, Carlos Alberto
;
Gómez, Fabio
; …
- In:
Finance research letters
65
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014564284
Saved in:
2
Default risk in agricultural lending, the effects of commodity price volatility and climate
Castro Iragorri, Carlos Alberto
;
Garcia, Karen
- In:
Agricultural finance review
74
(
2014
)
4
,
pp. 501-521
Persistent link: https://www.econbiz.de/10011305889
Saved in:
3
Confidence sets for asset correlations in portfolio credit risk
Castro Iragorri, Carlos Alberto
- In:
Revista de economía del Rosario
15
(
2012
)
1
,
pp. 19-58
Persistent link: https://www.econbiz.de/10010208712
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