Work

Calibrating the CreditMetrics™ correlation concept — Empirical evidence from Germany

Year: 2004

Type: article

Source: Financial markets and portfolio management

DOI: 10.1007/s11408-004-0402-8

Author: Lutz Hahnenstein

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2016299069

FWCI: 3.408

Cites: 33

Cited by: 29

Related to: 10