Correlation in Corporate Defaults: Contagion or Conditional Independence?

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

SprogEngelsk
TidsskriftJournal of Financial Intermediation
Vol/bind19
Udgave nummer3
Sider355-372
ISSN1042-9573
DOI
StatusUdgivet - 2010

Citer dette

@article{1fb84cc6a38c493a9b6d592e288b71bb,
title = "Correlation in Corporate Defaults: Contagion or Conditional Independence?",
author = "David Lando and {Stenbo Nielsen}, Mads",
year = "2010",
doi = "10.1016/j.jfi.2010.03.002",
language = "English",
volume = "19",
pages = "355--372",
journal = "Journal of Financial Intermediation",
issn = "1042-9573",
publisher = "Academic Press",
number = "3",

}

Correlation in Corporate Defaults : Contagion or Conditional Independence? / Lando, David; Stenbo Nielsen, Mads.

I: Journal of Financial Intermediation, Bind 19, Nr. 3, 2010, s. 355-372.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

TY - JOUR

T1 - Correlation in Corporate Defaults

T2 - Journal of Financial Intermediation

AU - Lando,David

AU - Stenbo Nielsen,Mads

PY - 2010

Y1 - 2010

U2 - 10.1016/j.jfi.2010.03.002

DO - 10.1016/j.jfi.2010.03.002

M3 - Journal article

VL - 19

SP - 355

EP - 372

JO - Journal of Financial Intermediation

JF - Journal of Financial Intermediation

SN - 1042-9573

IS - 3

ER -