Work

Dependent defaults in models of portfolio credit risk

Year: 2003

Type: article

Source: The Journal of Risk

Author: Dawn Hunter

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2787147383

FWCI: 11.49

Cites:

Cited by: 190

Related to: 10