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Kreditrisiko
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ECONIS (ZBW)
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Default correlation in intensity models
Elizalde, Abel
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2006
Persistent link: https://www.econbiz.de/10003494065
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Recovery rates, default probabilities and the credit cycle
Bruche, Max
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003525294
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Twin default crisis
Mendicino, Caterina
;
Nikolov, Kalin
;
Rubio-Ramírez, …
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2020
Persistent link: https://www.econbiz.de/10012309672
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Capital regulation in a macroeconomic model with three layers of default
Clerc, Laurent
;
Derviz, Alexis
;
Mendicino, Caterina
; …
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2014
Persistent link: https://www.econbiz.de/10011408271
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