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~isPartOf:"Applied economics"
~person:"Van Vuuren, Gary"
~subject:"Kreditrisiko"
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Kreditrisiko
Credit risk
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Asset correlation
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Basel Accord
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Basler Akkord
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banks
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Van Vuuren, Gary
Lin, Jyh-horng
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Alves, Carlos
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Applied economics
International business and economics research journal
2
Journal of risk management in financial institutions
2
The South African journal of economics
2
South African journal of economic and management sciences
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ECONIS (ZBW)
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Asset correlations in single factor credit risk models : an empirical investigation
Stoffberg, Hestia Jacomina
;
Van Vuuren, Gary
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1602-1617
Persistent link: https://www.econbiz.de/10011456702
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2
Measuring the systemic risk transfer from the United States to the South African financial sector
Foggitt, Gregory M.
;
Heymans, André
;
Van Vuuren, Gary
- In:
Applied economics
51
(
2019
)
27
,
pp. 2934-2944
Persistent link: https://www.econbiz.de/10012196765
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