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Cyclical correlations, credit contagion, and portfolio losses
Kay
Giesecke
and Stefan
Weber
Journal of Banking \& Finance
28
3009--3036 (2004)
to
Cyclical
correlation
by
smicha
and
1 other person
on 2008-04-22 13:53:19
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tags
biocatalysis
Buch
Buchdruck
CD--ROM
contagion
Correlated
correlation
Credit
Cyclical
dblp
defaults
dynamo,
enzyme
Erziehung
geophysics,
Geschichte
Gesellschaft
Imagination
imported
Incomplete
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information
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Kulturwissenschaft
Medien
risk,
system:unfiled
systemic
turbulence
Werte
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