Correlation in Corporate Defaults: Contagion or Conditional Independence?

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Journal of Financial Intermediation
Volume	19
Issue number	3
Pages (from-to)	355-372
ISSN	1042-9573
DOIs	https://doi.org/10.1016/j.jfi.2010.03.002
Publication status	Published - 2010

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@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 Inc.",

number = "3",

}

TY - JOUR

T1 - Correlation in Corporate Defaults

T2 - Contagion or Conditional Independence?

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

SN - 1042-9573

VL - 19

SP - 355

EP - 372

JO - Journal of Financial Intermediation

JF - Journal of Financial Intermediation

IS - 3

ER -