Work

Frailty Correlated Default

Year: 2009

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.2009.01495.x

Authors: DARRELL DUFFIE, ANDREAS ECKNER, GUILLAUME HOREL, LEANDRO SAITA

Institutions: Bank of America, Moody's Corporation (United States), Stanford University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2165053060

FWCI: 63.32

Cites: 67

Cited by: 533

Related to: 10