A Multi-Factor Approach for Systematic Default and Recovery Risk

Rösch, Daniel and Scheule, Harald (2006) A Multi-Factor Approach for Systematic Default and Recovery Risk. In: Engelmann, Bernd and Rauhmeier, Robert, (eds.) The Basel II risk parameters: estimation, validation, and stress testing. Springer, Berlin, pp. 105-126. ISBN 3-540-33085-2; 978-3-540-33085-1.

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Item Type:Book Section
Institutions: Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)
Business, Economics and Information Systems > Institut für Statistik und Wirtschaftsgeschichte > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)
Interdisciplinary subject network:Immobilien- und Kapitalmärkte
Subjects:300 Social sciences > 330 Economics
300 Social sciences > 310 General statistics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Owner:Renate Meier-Reusch
Deposited On:23 Jun 2009 13:18
Last Modified:19 Jul 2010 14:34
Item ID:8211
Owner Only: item control page