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Corporate bond defaults are consistent with conditional independence

Erstveröffentlichung
2010
Authors
Kramer, Florian
Loeffler, Gunter
Wissenschaftlicher Artikel


Published in
The journal of credit risk ; 6 (2010), 2. - S. 3-35. - ISSN 1744-6619
Link to publication
https://dx.doi.org/DOI:10.21314/jcr.2010.109
Faculties
Fakultät für Mathematik und Wirtschaftswissenschaften
Institutions
Institut für Finanzwirtschaft
Subject headings
[Free subject headings]: RISK | DEBT | QUALITY | MODELS
[DDC subject group]: DDC 300 / Social sciences

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