Work

A Unified Framework for Default Modeling

Year: 2022

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4098129

Authors: Harvey J. Stein, Albert Cohen, Nick Costanzino

Institutions: Two Sigma Investments (United States), Columbia University, Michigan State University, Barclays (United Kingdom), New York 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: W4285263261

Cites: 21

Cited by: 1

Related to: 10