Go to content
UR Home

Integrating Macroeconomic Risk Factors into Credit Portfolio Models

Hamerle, Alfred and Dartsch, Andreas and Jobst, Rainer and Plank, Kilian (2011) Integrating Macroeconomic Risk Factors into Credit Portfolio Models. Journal of Risk Model Validation 5 (2), pp. 3-24.

Full text not available from this repository.

Export bibliographical data

Item Type:Article
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)
Dewey Decimal Classification:300 Social sciences > 310 General statistics
300 Social sciences > 330 Economics
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Deposited On:25 Aug 2011 09:48
Last Modified:10 Sep 2012 10:19
Item ID:21924
Owner Only: item control page
  1. Homepage UR

University Library

Publication Server

Contact person
Gernot Deinzer

Phone +49 941 943-2759