Asset correlations in single factor credit risk models: an...

Applied Economics 2016 / 04 Vol. 48; Iss. 17

Asset correlations in single factor credit risk models: an empirical investigation

Stoffberg, Hestia Jacomina, van Vuuren, Gary
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
48
Language:
english
Journal:
Applied Economics
DOI:
10.1080/00036846.2015.1103040
Date:
April, 2016
File:
PDF, 2.18 MB
english, 2016
Conversion to is in progress
Conversion to is failed