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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.

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Item Type:Article
Date:2011
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)
Subjects:300 Social sciences > 310 General statistics
300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Owner: Renate Meier-Reusch
Deposited On:25 Aug 2011 09:48
Last Modified:10 Sep 2012 10:19
Item ID:21924
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