Default correlation dynamics with business cycle and credit quality changes
Kim, Mi Ae and Kim, Tong Suk
Default correlation dynamics with business cycle and credit quality changes J5781 2005 - 2005 - 8 - 27 V. 13 Issue. 1
Derivatives
Credit;Business cycle;Share prices;
Default correlation dynamics with business cycle and credit quality changes J5781 2005 - 2005 - 8 - 27 V. 13 Issue. 1
Derivatives
Credit;Business cycle;Share prices;