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Macroeconomic risk
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Default Correlations
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Default probabilities and
default
correlations
Erlenmaier, Ulrich
;
Gersbach, Hans
-
2001
between
default
correlations
. We show that loans with higher default probabilities will not only have higher variances but …
Persistent link: https://www.econbiz.de/10010301737
Saved in:
2
Default probabilities and
default
correlations
Gersbach, Hans
-
2001
-
First Version: April 2000, This Version: October 2001
between
default
correlations
. We show that loans with higher default probabilities will not only have higher variances but …
Persistent link: https://www.econbiz.de/10010503718
Saved in:
3
Default probabilities and
default
correlations
Erlenmaier, Ulrich
;
Gersbach, Hans
-
Deutsche Bank Research
-
2001
between
default
correlations
. We show that loans with higher default probabilities will not only have higher variances but …
Persistent link: https://www.econbiz.de/10008677274
Saved in:
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