Are Defaults Correlated? An Empirical Study

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

Similar Items

Default-Implied Asset Correlation: Empirical Study for Moroccan companies
by: Mustapha Ammari, et al.
Published: (2017-04-01)

Default-Implied Asset Correlation: Empirical Study for Moroccan companies
by: Mustapha Ammari, et al.
Published: (2017-04-01)

Default-Implied Asset Correlation: Empirical Study for Moroccan companies
by: Mustapha Ammari, et al.
Published: (2017-06-01)

Default-Implied Asset Correlation: Empirical Study for Moroccan companies
by: Mustapha Ammari, et al.
Published: (2017-04-01)

Default study of commercial mortgages in CMBS pools : an empirical analysis of defaults and loss severity
by: Srivastava, Rohit, 1970-
Published: (2006)

An empirical study on KM default in product lifecycle
by: Jamshid Salehi Sadagheieni, et al.
Published: (2012-10-01)

Correlations in firm default behavior
by: Thirukkonda, Sreeram (Sreeram Radhakrishnan), 1975-
Published: (2010)

Empirics of Korean Shipping Companies’ Default Predictions
by: Sunghwa Park, et al.
Published: (2021-09-01)

Present value of firm in case of correlated defaults
by: Mantas Valužis
Published: (2023-09-01)

EMPIRICAL STUDY OF THE PROBABILITY OF DEFAULT IN CASE OF ROMANIAN COMPANIES LISTED ON STOCK EXCHANGE
by: Marton Noemi, Racz Timea Erzsebet, et al.
Published: (2011-07-01)

The Term Structure of Credit Spreads and Credit Default Swaps - an Empirical Investigation
by: Stefan Trück, et al.
Published: (2005-01-01)

Country Risk: An Empirical Approach to Estirnate the Probability of Default in Emergent markets'
by: Gonzalo Camargo, et al.
Published: (2004-03-01)

Hemodynamic Correlates of Electrophysiological Activity in the Default Mode Network
by: Marco Marino, et al.
Published: (2019-10-01)

Default network deactivations are correlated with psychopathic personality traits.
by: Tong Sheng, et al.
Published: (2010-09-01)

Or by default /
by: 328221 Vaizey, George
Published: ([s d)

Default from tuberculosis treatment in Tashkent, Uzbekistan; Who are these defaulters and why do they default?
by: Yuldashova Umida, et al.
Published: (2008-07-01)

On the Probabilities of Correlated Defaults: a First Passage Time Approach
by: M. Valužis
Published: (2008-01-01)

Modeling basket credit default swaps with default contagion
by: Haworth, H, et al.
Published: (2006)

An Empirical Investigation of New Bond Issue Yield Spreads, Default Risk and Split Ratings
by: Michael, Timothy S.
Published: (2009)

An Empirical Investigation of New Bond Issue Yield Spreads, Default Risk and Split Ratings
by: Timothy S. Michael
Published: (2009-03-01)

An Empirical Investigation of CDS Spreads Using a Regime Switching Default Risk Model
by: Milidonis, Andreas
Published: (2016)

The defaulted sukuk
by: Abu Kasim, Nor Aziah, et al.
Published: (2014)

NFCorp in default
by: Arukesamy, Karen
Published: (2012)

Default Agnosticism
by: Francis Jonbäck
Published: (2021-01-01)

Why Not Default?
by: Jerome Roos, et al.
Published: (2022-03-01)

Union by default?
by: Rayda Becker
Published: (2010-06-01)

Doctor in default?
by: Ajaya K Upadhyaya
Published: (2018-01-01)

Default Ambiguity
by: Tolulope Fadina, et al.
Published: (2019-06-01)

Union by default?
by: Rayda Becker
Published: (2010-06-01)

Union by default?
by: Rayda Becker
Published: (2010-06-01)

Union by default?
by: Rayda Becker
Published: (2010-06-01)

‘BY FAULT OR BY DEFAULT’
by: Vishal eMadaan, et al.
Published: (2012-03-01)

Union by default?
by: Rayda Becker
Published: (2010-06-01)

Default ergative
by: Imanishi, Yusuke
Published: (2015)

The default pull: An experimental demonstration of subtle default effects on preferences
by: Nikhil Dhingra, et al.
Published: (2012-01-01)

Disentangling the information content of government bonds and credit default swaps: An empirical analysis on sovereigns and banks
by: Michele Leonardo Bianchi, et al.
Published: (2016-12-01)

Conceptual and Statistical Issues Regarding the Probability of Default and Modeling Default Risk
by: Emilia TITAN, et al.
Published: (2011-03-01)

Predictors of Tuberculosis Treatment Default in Pulmonary Predictors of Tuberculosis Treatment Default in Pulmonary Predictors of Tuberculosis Treatment Default in Pulmonary Predictors of Tuberculosis Treatment Default in Pulmonary Predictors of Tuberculo
by: Khalid Mehmood
Published: (2017-09-01)

How does an individual’s default behavior on an online peer-to-peer lending platform influence an observer’s default intention?
by: Mingfeng Tang, et al.
Published: (2020-09-01)

Optional Defaultable Markets
by: Mohamed N. Abdelghani, et al.
Published: (2017-10-01)