Are Defaults Correlated? An Empirical Study

Bibliographic Details
Main Authors: Li Li, Gunter Meissner
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2006-03-01
Series:Investment Management & Financial Innovations
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/1322/imfi_en_2006_01_Li.pdf