Work

Premia for Correlated Default Risk

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1126462

Authors: Kay Giesecke, Shahriar Azizpour, Baeho Kim

Institutions: Stanford University, Korea University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2053427862

Cites: 44

Cited by: 22

Related to: 10