Cyclical Correlations, Credit Contagion, and Portfolio Losses
Year: 2003
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.369660
Authors: Stefan Weber, Kay Giesecke
Institutions: Leibniz University Hannover, Stanford University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2079548532