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Multi-Period Defaults and Maturity Effects on Economic Capital in a Ratings-Based Default-Mode Model
Multi-Period Defaults and Maturity Effects on Economic Capital in a Ratings-Based Default-Mode Model
Multi-Period Defaults and Maturity Effects on Economic Capital in a Ratings-Based Default-Mode Model
Gurtler, M. (author) / Heithecker, D. (author)
BETRIEBSWIRTSCHAFT -STUTTGART- ; 68 ; 501-524
2008-01-01
24 pages
Article (Journal)
English
DDC:
658
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